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A semiparametric efficiency bound of a disequilibrium model without observed regime

✍ Scribed by Chunrong Ai


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
832 KB
Volume
62
Category
Article
ISSN
0304-4076

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In this paper we consider the semiparametric regression model, y Hu [11] proposed ridge regression estimator in a semiparametric regression model. We introduce a Liu-type (combined ridge-Stein) estimator (LTE) in a semiparametric regression model. Firstly, Liu-type estimators of both Ξ² and f are att