Journal Article |
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12 months |
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Last month |
3 months |
12 months |
Total |

A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
42 |

A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
17 |

A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
287 |

A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
52 |

A gradual switching regression model with a flexible transition path |
0 |
1 |
1 |
98 |
0 |
1 |
4 |
277 |

A gradual switching regression model with autocorrelated errors |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
84 |

A note on the Wald, LR and LM tests and misspecification |
0 |
0 |
2 |
36 |
0 |
0 |
4 |
72 |

A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
28 |

A note on the use of a proxy variable in testing hypothesis |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
41 |

An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression |
1 |
1 |
1 |
10 |
1 |
1 |
1 |
41 |

An exact test for linear restrictions in seemingly unrelated regressions with the same regressors |
0 |
1 |
1 |
73 |
0 |
3 |
3 |
189 |

Bayesian estimation of the switching regression model with autocorrelated errors |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
45 |

Bootstrapping R2 and adjusted R2 in regression analysis |
0 |
2 |
7 |
261 |
1 |
5 |
17 |
1,221 |

Bounds of the F-ratio incorporating the ordinary ridge regression estimator |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
57 |

Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
52 |

Estimation of regression coefficients after a preliminary test for homoscedasticity |
0 |
0 |
0 |
35 |
0 |
0 |
5 |
148 |

Exact critical values of unit root tests when there is a constant term and a time trend |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
68 |

Exact distribution and critical values of a unit root test in the presence of change in variance |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
148 |

Exact distribution and critical values of a unit root test when error terms are serially correlated |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
107 |

Exact distribution of a pre-test estimator for regression error variance when there are omitted variables |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
25 |

Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
35 |

Further results on optimal critical values of pre-test when estimating the regression error variance |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
138 |

Inadmissibility of the Stein-rule estimator under the balanced loss function |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
116 |

Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
41 |

MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
63 |

MSE performance of a heterogeneous pre-test estimator |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
64 |

Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
142 |

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
97 |

On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
78 |

On estimating and testing in a linear regression model with autocorrelated errors |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
52 |

On pooling disturbance variances when the goal is testing restrictions on regression coefficients |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
42 |

On the Use of a Proxy Variable in Prediction: An MSE Comparison |
0 |
0 |
1 |
73 |
2 |
2 |
9 |
281 |

On the use of a proxy variable in the test for homoscedasticity |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
44 |

Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
38 |

PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
57 |

Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
40 |

Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity |
0 |
0 |
1 |
62 |
0 |
0 |
2 |
214 |

Small sample properties of the mixed regression estimator |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
49 |

Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative |
1 |
1 |
1 |
6 |
1 |
1 |
1 |
21 |

Some small sample properties of tests for structural stability in a simultaneous equation |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
20 |

Testing demand homogeneity when error terms have an elliptically symmetric distribution |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
99 |

Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
228 |

Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
202 |

Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances |
0 |
0 |
0 |
72 |
0 |
0 |
7 |
428 |

The MSE of the least squares estimator over an interval constraint |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
72 |

The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models |
1 |
1 |
2 |
63 |
1 |
2 |
4 |
127 |

The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators |
0 |
0 |
0 |
11 |
1 |
2 |
2 |
46 |

The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function |
0 |
0 |
1 |
16 |
1 |
1 |
5 |
70 |

Total Journal Articles |
3 |
7 |
21 |
1,357 |
8 |
22 |
104 |
5,905 |