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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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    File URL: http://hdl.handle.net/10.1111/stan.12072
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    References listed on IDEAS

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    1. 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.
    2. Judge, George G. & Yancey, Thomas A., 1981. "Sampling properties of an inequality restricted estimator," Economics Letters, Elsevier, vol. 7(4), pages 327-333.
    3. 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.
    4. repec:bla:revinw:v:46:y:2000:i:3:p:329-50 is not listed on IDEAS
    5. John Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
    6. 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.
    7. C. E. Lemke, 1962. "A Method of Solution for Quadratic Programs," Management Science, INFORMS, vol. 8(4), pages 442-453, July.
    8. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
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