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The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance

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  • Deniz Ünal

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  • Deniz Ünal, 2010. "The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance," Statistical Papers, Springer, vol. 51(2), pages 477-484, June.
    • Handle: RePEc:spr:stpapr:v:51:y:2010:i:2:p:477-484
    DOI: 10.1007/s00362-009-0220-1
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    References listed on IDEAS

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    1. Wickens, Michael R, 1972. "A Note on the Use of Proxy Variables," Econometrica, Econometric Society, vol. 40(4), pages 759-761, July.
    2. Aigner, D. J., 1974. "MSE dominance of least squares with errors-of-observation," Journal of Econometrics, Elsevier, vol. 2(4), pages 365-372, December.
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    Cited by:

    1. Gargi Tyagi & Shalini Chandra, 2017. "A Note on the Performance of Biased Estimators with Autocorrelated Errors," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-12, January.

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