Simulation evidence on the ridge and the shrinkage of the maximum entropy variance
Year of publication: |
1981
|
---|---|
Authors: | Kidwai, Sartaj A. ; Theil, Henri |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 8.1981, 1, p. 59-61
|
Subject: | Ökonometrik Schätzung |
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