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Original Articles

Preliminary test estimation for the second order autoregression

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Pages 2797-2807 | Received 01 Apr 1992, Published online: 27 Jun 2007

References

  • Brockwell , P. J. and Davis , R. A. 1986 . Time Series: Theory and Methods , New York : Springer-Verlag .
  • Giles , D. E. A. and Clarke , J. A. 1989 . Preliminary-test estimation of the scale parameter in a mis-specified regression model . Economics Letters , 30 : 201 – 205 .
  • Giles , J. A. 1990 . Pretesting in the misspecified regression model . Communictions in Statistics: Theory and Methods , 20 ( 10 ) : 3221 – 3238 .
  • Judge , G. G. , Bohrer , R. and Yancey , T. A. 1990 . Some statistical implications of multivariate inequality constrained testing . Communications in Statistics: Theory and Methods , 19 ( 2 ) : 413 – 430 .
  • Judge , G. G. and Yancey , T. A. 1986 . Improved Methods of Inference in Econometrics , Amsterdam : North-Holland Publishing .
  • Milton , R. C. 1972 . Computer evaluation of the multivariate normal integral . Technometrics , 14 : 881 – 889 .
  • Miyazaki , S. , Judge , G. G. and Yancey , T. A. 1989 . Estimation of location parameters under nonnormal errors and quadratic loss . Journal of Business and Economic Statistics , 4 ( 2 ) : 263 – 268 .
  • Yancey , T. A. , Judge , G. G. and Bohrer , R. 1989 . Sampling performance of some joint one-sided preliminary test estimators under squared error loss . Econometrica , 51 ( 5 ) : 1221 – 1228 .
  • Yancey , T. A. and Bohrer , R. 1992 . "Risk and power for inequality pretest estimators: general case in two dimensions" ” . In Reading in Econometric Theory and Practice: A Volume in Honor of George Judge , Edited by: Griffiths , William E. , Lutkepohl , Helmut and Ellen Bock , Mary . Amsterdam : North-Holland Publishing .

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