Improved methods of inference in econometrics

摘要: Introduction. The Inferential and Decision Framework. Measure of Performance. Some Alternative Statistical Models, Estimators Tests. Inequality Estimation Hypothesis Testing. Testing the Location Parameter a Normal Random Variable. General Linear Model Single Constraint. Restricted Two or More Parameters: Orthonormal Case. An Stein Rule Estimator. for Inequalities: Orthogonal Estimation: Design Restriction Matrices. Testing: Sampling Results Family Estimators. Assessing Precision Stein's Evaluations Performance Limited Translation New Under Non-Normal Errors Quadratic Loss. in Case Possible Heteroskedasticity. Subject Index.