Modified Ridge Parameters for Seemingly Unrelated Regression Model
Year of publication: |
2010-10-01
|
---|---|
Authors: | Zeebari, Zangin ; Shukur, Ghazi ; Kibria, B. M. Golam |
Institutions: | Handelns Utredningsinstitut (HUI Research) |
Subject: | Multicollinearity | modified SUR ridge regression | Monte Carlo simulations | TMSE |
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