A revisit to efficient forecasting in linear regression models
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DOI: 10.1016/j.jmva.2012.07.017
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References listed on IDEAS
- Ullah, A. & Srivastava, V. K. & Chandra, R., 1983.
"Properties of shrinkage estimators in linear regression when disturbances are not normal,"
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- Ullah, A. & Srivastava, V.K. & Chandra, R., 1983. "Properties of shrinkageestimators in linear regression when disturbances are not normal," LIDAM Reprints CORE 518, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Wang, Qiang & Song, Xiaoxin, 2019. "Forecasting China's oil consumption: A comparison of novel nonlinear-dynamic grey model (GM), linear GM, nonlinear GM and metabolism GM," Energy, Elsevier, vol. 183(C), pages 160-171.
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Keywords
Linear regression model; Simultaneous forecasting; Least squares estimator; Stein-rule estimator; Small disturbance asymptotic theory; Minimum risk approach;All these keywords.
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