Small Sample Properties of Improved Estimators in Econometrics

HUPress

詳細目録

Hasegawa, Hikaru （長谷川　光）著
Small Sample Properties of Improved Estimators in Econometrics
ISBN4-8329-0272-5/1999/Ｂ５判変型・上製・188頁・定価12600円（本体12000円＋税５％)

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Brief Contents

1　 Introduction and outline.

Ⅰ　 Small sample properties of estimators in a normal and a linear regression model with inequality constraints.
2　 Introduction to a model with inequality constraints.
3　 Bayesian estimator of a normal mean subject to an inequality constraint.
4　 Linear regression model with an interval constraint on coefficients.
5　 Inequality constrained estimators in the heteroscedastic linear model.

Ⅱ　 Small sample properties of estimators in SURE model.
6　 Introduction to SURE model.
7　 Two SURE model with specification error.
8　 Pre-test estimators after a test of independence in two SURE model.
9　 Two SURE model with compound normal disturbances.

Ⅲ　 Risk comparisons of estimators under some loss functions.
10　 Introduction of risk comparisons under some loss functions.
11　 Risk comparisons under Inagaki's liss function.
12　 Summary.

Author

●Hasegawa, Hikaru （長谷川　光）
Econometrics
Faculty of Economics and Business Administration
Hokkaido University
Kita 9 Nishi 7, Kita-ku, Sapporo 060-0809
Japan

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