Risk comparison of the inequality constrained least squares and other related estimators under balanced loss

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)203-210
Journal / PublicationEconomics Letters
Issue number3
Publication statusPublished - Nov 1994
Externally publishedYes


This paper considers the risks of the inequality constrained least squares and pre-test estimators using the balanced loss function proposed by Zellner. It is found that some of the well-known results which hold under squared error loss do not necessarily hold under a balanced loss function. © 1994.