EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Principal component two-parameter estimator"
Narrow search

Narrow search

Year of publication
Subject
All
Autocorrelation 1 Generalized least squares estimator 1 Mean squared error matrix 1 Multicollinearity 1 Principal component two-parameter estimator 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Huang, Jiewu 1 Yang, Hu 1
Published in...
All
Statistical Papers / Springer 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
On a principal component two-parameter estimator in linear model with autocorrelated errors
Huang, Jiewu; Yang, Hu - In: Statistical Papers 56 (2015) 1, pp. 217-230
This paper is concerned with autocorrelation in errors and multicollinearity among the regressors in linear regression model. To reduce these effects of autocorrelation and multicollinearity, we generalize a principal component two-parameter (PCTP) estimator in the linear regression model with...
Persistent link: https://www.econbiz.de/10011151891
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...