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Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression

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  • Judge, G. G.
  • Yancey, T. A.
  • Bock, M. E.

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  • Judge, G. G. & Yancey, T. A. & Bock, M. E., 1973. "Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression," Journal of Econometrics, Elsevier, vol. 1(1), pages 29-47, March.
    • Handle: RePEc:eee:econom:v:1:y:1973:i:1:p:29-47
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    Cited by:

    1. Mittelhammer, Ron C. & Young, Douglas L. & Tasanasanta, Damrongsak & Donnelly, JohnT., 1979. "Mitigating The Effects Of Multicollinearity Using Exact And Stochastic Restrictions: The Case Of An Aggregate Agricultural Production Function For Thailand," 1979 Annual Meeting, July 29-August 1, Pullman, Washington 278283, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Weaver, Robert D., 1979. "Survey of Promising Developments in Supply Response: Pre- and Post-Data Econometric Methods for Integration of Neo-Classical Theory with Sample Evidence," Staff Paper Series 256836, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
    3. Dixon, Bruce L. & Garcia, Philip & Adams, Richard M. & Mjelde, James W., 1984. "Combining Economic And Biological Data To Estimate The Impact Of Pollution On Crop Production," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-10, December.
    4. Ladd, George W., 1976. "Evaluating Econometric Models And Forecasts," ISU General Staff Papers 197604010800001032, Iowa State University, Department of Economics.

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