Search Results - subject:"Principal Component estimator"

Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function

Chandra, Shalini; Sarkar, Nityananda - In: International Econometric Review (IER) 7 (2015) 1, pp. 1-12

In the case of ill-conditioned design matrix in linear regression model, the r - (k, d) class estimator was proposed, including the ordinary least squares (OLS) estimator, the principal component regression (PCR) estimator, and the two-parameter class estimator. In this paper, we opted to...

Persistent link: https://www.econbiz.de/10012610954

Comparison of the r - (k, d) class estimator with some estimators for multicollinearity under the Mahalanobis loss function

Chandra, Shalini; Sarkar, Nityananda - In: International Econometric Review (IER) 7 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011255443

Inference on Factor Structures in Heterogeneous Panels

Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - Dipartimento di Scienze Economiche e Aziendali, … - 2014

Correlated Effects estimator and the Principal Component estimator. We also develop two tests for the null of no factor structure …

Persistent link: https://www.econbiz.de/10010891903

Inference on Factor Structures in Heterogeneous Panels

Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - Dipartimento di Scienze Economiche e Aziendali, … - 2012

Pesaran’s (2006) CCE estimator and the Principal Component estimator. We also develop two tests for the null of no factor …

Persistent link: https://www.econbiz.de/10010585707