Browsing Duke Scholarly Works by Duke-affiliated Author "Wallace, Thomas D."

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  • Toyoda, T.; Wallace, Dudley (Journal of Econometrics, 1975)
    The question of whether to pool two samples in variance estimation is often decided via a preliminary F test. In this paper we show that the optimal pre-test F value is unity for a onesided alternative, where the objective ...
  • Wallace, Dudley; Ihnen, L. A. (The Journal of Political Economy, 1975)
    A reduced-form equation relating length of "formal schooling" to market, endowment, and ability parameters was derived for a life-cycle human capital accumulation model with alternative assumptions: (a) equal borrowing and ...
  • Silver, J. L.; Wallace, Dudley (Journal of Econometrics, 1980)
    This paper examines the lag distribution relating wholesale to consumer price changes. Sims' causality test indicates a one-sided lag structure. Following Hatanaka and Wallace, parameters of the lag distribution which can ...
  • Brook, Richard; Wallace, Dudley (Journal of Econometrics, 1973)
    The Theil-Goldberger ( 196 1) exposition of combining sample and prior information is well known and appears now in standard textbooks for graduate econometrics courses. Diminishing the value of the prior relative to ...
  • Goodnight, James; Wallace, Dudley (Econometrica, 1972)
    Tables of critical points for the noncentral F are presented with noncentrality equal to 1/2 of numerator degrees of freedom for denominator degrees of freedom of 1-30, 40, 60, 120, 200, 400, and 1,000, and numerator degrees ...
  • Toyoda, T.; Wallace, Dudley (Econometrica, 1976)
    In this paper we derive and present optimal critical points for pre-tests in regression using a minimum average relative risk criterion. We use the same type risk functions as Sawa and Hiromatsu [8] who, in a recent paper ...
  • Clarke, Judith A.; Giles, David E. A.; Wallace, Dudley (Econometric Theory, 1987-08)
    We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with least squares, maximum ...
  • Wallace, Dudley; Ashar, V. G. (The Review of Economics and Statistics, 1972)
    "Inl statistical inference proper, the model is never questioned. . . . The methods of mathematical statistics do not provide us with a means of specifying the model." 1 Few would question the profundity of the above ...
  • Wallace, Dudley; Hussain, Ashiq (Econometrica, 1969)
    A mixed model of regression with error components is proposed as one of possible interest for combining cross section and time series data. For known variances, it is shown that Aitken estimators and covariance estimators ...
  • Wallace, Dudley (Econometrica, 1972)
    The standard F test for linear restrictions in regression is relevant as a criterion but fails to capture the notion of tradeoff between bias and variance. Average squared distance criteria yield operational tests that are ...