Combining estimators to improve structural model estimation and inference under quadratic loss

Journal of Econometrics

Volumn 128, Issue 1, 2005, Pages 1-29

  Mittelhammer, Ron C ^a   Judge, George G ^b  

^a WASHINGTON STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Combined estimators; Data dependent shrinkage; Instrumental variables; Quadratic loss; Semiparametric estimation

Indexed keywords

ASYMPTOTIC STABILITY; LINEAR SYSTEMS; PROBABILITY DISTRIBUTIONS; QUADRATIC PROGRAMMING; SAMPLING; STATISTICAL METHODS; STOCHASTIC CONTROL SYSTEMS; STRUCTURAL ANALYSIS;

COMBINED ESTIMATORS; DATA DEPENDENT SHRINKAGE; ECONOMETRICS; INSTRUMENTAL VARIABLES (IV); QUADRATIC LOSS; SEMIPARAMETRIC ESTIMATION;

PARAMETER ESTIMATION;

EID: 21744447593     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.08.006     Document Type: Article

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