A monte carlo study of collinearity in linear simultaneous equation models<sup>∗</sup> (Q3135454): Difference between revisions

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+Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
+Normal rank
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+Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity
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+Q3876834
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+Normal rank
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+A Simulation Study of Some Ridge Estimators
@@ Property / cites work: A Simulation Study of Some Ridge Estimators / rank @@
+Normal rank
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+Improved prediction in the presence of multicollinearity
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+Ridge regression:some simulations
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+Normal rank
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+The Problem of $m$ Rankings
@@ Property / cites work: The Problem of $m$ Rankings / rank @@
+Normal rank
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+Computer Generation of Normal Random Variables
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+Normal rank
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+Singularity in the Equation Systems of Econometrics: Some Aspects of the Problem of Multicollinearity
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+A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
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+A ridge-like method for simultaneous estimation of simultaneous equations
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+The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
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+A Monte Carlo Evaluation of Some Ridge-Type Estimators
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+The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
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+On Certain Small Sample Properties of k-Class Estimators
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+A Critique of Some Ridge Regression Methods
@@ Property / cites work: A Critique of Some Ridge Regression Methods / rank @@
+Normal rank
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+Q4749036
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+Normal rank