Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion
Tran Van Hoa and
Anoop Chaturvedi ()
Authors registered in the RePEc Author Service: Van Hoa Tran () and
Van Hoa Tran ()
Economics Working Papers from School of Economics, University of Wollongong, NSW, Australia
This paper condiders an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of 2SHI estimator over the OLS and Stein rule estimators under a Generalised Pitman Nearness (GPN) criterion when the disturbance variable is small.
Keywords: ESTIMATOR; ECONOMETRICS; REGRESSION ANALYSIS (search for similar items in EconPapers)
JEL-codes: C00 C13 C20 (search for similar items in EconPapers)
Pages: 11 pages
New Economics Papers: this item is included in nep-ecm
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