●本書の特徴

経済データはその数に限りがある． そのような状況での推定量の小標本特性を調べ，いかなる条件でどのような推定量を用いればよいかを示すことは， 理論的のみならず， 実証分析を行う研究者にも， 大きな示唆を与える．気鋭の研究者による，はじめての包括的研究．

●目次

1　 Introduction and outline.

I　 Small sample properties of estimators in a normal and a linear regression model with inequality constraints.
2　 Introduction to a model with inequality constraints.
3　 Bayesian estimator of a normal mean subject to an inequality constraint.
4　 Linear regression model with an interval constraint on coefficients.
5　 Inequality constrained estimators in the heteroscedastic linear model.

II　 Small sample properties of estimators in SURE model.
6　 Introduction to SURE model.
7　 Two SURE model with specification error.
8　 Pre-test estimators after a test of independence in two SURE model.
9　 Two SURE model with compound normal disturbances.

III　 Risk comparisons of estimators under some loss functions.
10　 Introduction of risk comparisons under some loss functions.
11　 Risk comparisons under Inagaki's liss function.
12　 Summary.

●著者紹介