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. - Elsevier, ISSN 0165-1765. - Vol. 8.1981, 1, p. 59-61
|
| Publisher: |
Elsevier |