On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative

We consider the problem of estimating the coefficient vector β of a linear regression model with quadratic loss function. Some biased estimators which utilize the prior information about β are considered. Also studied is the problem of estimating the parameters of an over-identified structural equation from undersized samples.

Minimum average risk estimators for coefficients in linear models

Introduction: P.A.V.B. Swamy's contribution to Econometrics

Several estimators of the constant mean about which a stationary first-order autoregressive process varies are studied by utilizing Monte Carlo techniques.

P.A.V.B Swamy Temple

Papers

Efficient method of estimating the level of a stationary first-order autoregressive process