Improved methods of inference in econometrics
Improved methods of inference in econometrics
复制标题
计量经济学中改进的推理方法
DOI：
10.2307/2288898
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发表时间：
1986
期刊：
影响因子：
--
通讯作者：
T. Yancey
中科院分区：
文献类型：
--
作者：
A. Ullah;G. Judge;T. Yancey
导论.推理和决策框架。业绩的衡量。一些可供选择的统计模型、估计量和检验。不等式估计和假设检验。正态随机变量位置参数的不等式估计与假设检验。一般线性统计模型和一个线性不等式约束。两个或多个位置参数的不等式约束估计：正交情况。一个不等式限制的Stein规则估计两个或多个不等式的假设检验：正交情况。不等式约束估计：一般设计与约束矩阵。不平等假设检验：一般情况。Stein估计族的一些抽样结果。评价Stein估计的精确度。有限平移和新Stein估计抽样性能的一些评价。非正态误差和二次损失下的估计。可能异方差情形下的估计和假设检验。主题索引。
Introduction. The Inferential and Decision Framework. The Measure of Performance. Some Alternative Statistical Models, Estimators and Tests. Inequality Estimation and Hypothesis Testing. Inequality Estimation and Hypothesis Testing of the Location Parameter of a Normal Random Variable. General Linear Statistical Model and a Single Linear Inequality Constraint. Inequality Restricted Estimation of Two or More Location Parameters: The Orthonormal Case. An Inequality Restricted Stein Rule Estimator. Hypothesis Testing for Two or More Inequalities: The Orthogonal Case. Inequality Restricted Estimation: General Design and Restriction Matrices. Inequality Hypothesis Testing: General Case. Some Sampling Results for the Stein Family of Estimators. Assessing the Precision of Stein's Estimator. Some Evaluations of the Sampling Performance of the Limited Translation and New Stein Estimators. Estimation Under Non-Normal Errors and Quadratic Loss. Estimation and Hypothesis Testing in the Case of Possible Heteroskedasticity. Subject Index.