Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Ghazi Shukur, Kristofer Månsson, Pär Sjölander
| Year of publication: |
December 2015
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|---|---|
| Authors: | Shukur, Ghazi ; Månsson, Kristofer ; Sjölander, Pär |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 4, p. 539-550
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| Subject: | Multicollinearity | Liu estimator | Linear model | OLS | MSE | APT | Monte Carlo simulations | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9458-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478513