Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity
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References listed on IDEAS
- Taylor, William E, 1977.
"Small Sample Properties of a Class of Two Stage Aitken Estimators,"
Econometric Society, vol. 45(2), pages 497-508, March.
- TAYLOR, William E., 1977. "Small sample properties of a class of two stage Aitken estimators," CORE Discussion Papers RP 287, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Taylor, William E, 1978. "The Heteroscedastic Linear Model: Exact Finite Sample Results," Econometrica, Econometric Society, vol. 46(3), pages 663-675, May.
- Swamy, P. A. V. B. & Mehta, J. S., 1979. "Estimation of common coefficients in two regression equations," Journal of Econometrics, Elsevier, vol. 10(1), pages 1-14, April.
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- Yang, Guo-Qing & Wu, Qi-Guang, 2004. "Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 76-88, January.
More about this item
Keywordscommon mean problem feasible (two-stage) generalized least squares estimators inadmissibility unbiased estimation heteroscedastic linear regression model;
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