Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
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- Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Toyoda, Toshihsa & Wallace, T D, 1976. "Optimal Critical Values for Pre-Testing in Regression," Econometrica, Econometric Society, vol. 44(2), pages 365-375, March.
- Danilov, D.L. & Magnus, J.R., 2002.
"Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known,"
Discussion Paper
2002-77, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
- Chris Chatfield, 1995. "Model Uncertainty, Data Mining and Statistical Inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 158(3), pages 419-444, May.
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- Judge, G.G. & Bock, M.E., 1983. "Biased estimation," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 10, pages 599-649, Elsevier.
- Jan R. Magnus, 2002. "Estimation of the mean of a univariate normal distribution with known variance," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 225-236, June.
Citations
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Cited by:
- Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011.
"On the Choice of Prior in Bayesian Model Averaging,"
Discussion Paper
2011-003, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
- Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
- Manganelli, Simone, 2016.
"Deciding with judgment,"
Working Paper Series
1947, European Central Bank.
- Simone Manganelli, 2019. "Deciding with Judgment," Papers 1903.06980, arXiv.org.
- Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LP, vol. 11(3), pages 439-459, September.
- Giuseppe De Luca & Jan R. Magnus, 2011.
"Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues,"
Stata Journal, StataCorp LP, vol. 11(4), pages 518-544, December.
- De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
- De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008.
"A Comparison of Two Averaging Techniques with an Application to Growth Empirics,"
Discussion Paper
2008-39, Tilburg University, Center for Economic Research.
- Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021.
"Posterior moments and quantiles for the normal location model with Laplace prior,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(17), pages 4039-4049, August.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
- Jan R. Magnus & Dmitry Danilov, 2004.
"Forecast accuracy after pretesting with an application to the stock market,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
- Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
- Danilov, D.L. & Magnus, J.R., 2002.
"Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known,"
Discussion Paper
2002-77, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.
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Keywords
regression analysis; estimation; statistical distribution; variance;All these keywords.
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