minimum-expected-loss (MELO) general K-class estimators weighted regression any number of restrictions for any linear combination of coefficients, within a single model or across equations tests for ...

This article considers a two-equation simultaneous equation model in which one of the dependent variables is completely observed and the other is observed only to the extent of whether or not it is ...

We propose a new approach to the selection of regression models based on combining a robust penalized criterion and a robust conditional expected prediction loss function that is estimated using a ...