The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model

A. Özcam, G. Judge, A.K. Bera, T. Yancey

    Research output: Book/ReportReport

    122 Downloads (Pure)
    Original languageEnglish
    Place of PublicationTilburg
    PublisherCentER for Economic Research
    Number of pages27
    Volume143
    Publication statusPublished - 1994

    Publication series

    NameReprint Series

    Keywords

    • Estimation

    Cite this