Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
| Year of publication: |
2010
|
|---|---|
| Authors: | Alkhamisi, M. |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 3, p. 651-672
|
| Publisher: |
Springer |
| Subject: | Multicollinearity | Restricted generalized least squares estimator | SUR restricted ridge estimator | Liu estimator | Biased estimator | Monte Carlo simulation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008674137