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THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE-TEST ESTIMATORS IN A MIS-SPECIFIED LINEAR MODEL

โœ Scribed by Wan, Alan T.K.

Book ID
115210826
Publisher
Wiley (Blackwell Publishing)
Year
1994
Tongue
English
Weight
635 KB
Volume
36
Category
Article
ISSN
0004-9581

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## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho