Estimation of regression coefficients of interest when other regression coefficients are of no interest

Econometrica

Volumn 67, Issue 3, 1999, Pages 639-643

  Magnus, Jan R ^a   Durbin, J ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001733992     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00040     Document Type: Article

References (10)

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3. _ (1983): "Biased Estimation," in Handbook of Econometrics, Vol. I, ed. by Z. Griliches and M. D. Intriligator. Amsterdam: North-Holland Publishing Company, Chapter 10.
4. LEAMER, E. E. (1978): Specification Searches. New York: John Wiley.
5. MAGNUS, J. R. (1999a): "The Traditional Pretest Estimator," Theory of Probability and Its Applications, forthcoming.
6. _ (1999b): "Estimation of the Mean of a Univariate Normal Distribution with Known Variance," Manuscript, CentER for Economic Research, Tilburg University.
7. MAGNUS, J. R., AND J. DURBIN (1996): "A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance," CentER DP 9660, CentER for Economic Research, Tilburg University.
8. RAO, C. R. (1973): Linear Statistical Inference and Its Applications, 2nd Edition. New York: John Wiley.
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10. WOLD, H. (1953): Demand Analysis: A Study in Econometrics. New York: John Wiley.