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On new variance approximations for linear models with inequality constraints

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  • Paul Knottnerus

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  • Paul Knottnerus, 2016. "On new variance approximations for linear models with inequality constraints," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(1), pages 26-46, February.
    • Handle: RePEc:bla:stanee:v:70:y:2016:i:1:p:26-46
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    References listed on IDEAS

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    1. Judge, George G. & Yancey, Thomas A., 1981. "Sampling properties of an inequality restricted estimator," Economics Letters, Elsevier, vol. 7(4), pages 327-333.
    2. Richard Stone & D. G. Champernowne & J. E. Meade, 1942. "The Precision of National Income Estimates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 9(2), pages 111-125.
    3. Liew, Chong Kiew, 1976. "A Two-Stage Least-Squares Estimation with Inequality Restrictions on Parameters," The Review of Economics and Statistics, MIT Press, vol. 58(2), pages 234-238, May.
    4. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-141, April.
    5. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, Decembrie.
    6. repec:bla:revinw:v:46:y:2000:i:3:p:329-50 is not listed on IDEAS
    7. John Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
    8. C. E. Lemke, 1962. "A Method of Solution for Quadratic Programs," Management Science, INFORMS, vol. 8(4), pages 442-453, July.
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