Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445): Difference between revisions

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Latest revision as of 17:52, 5 July 2024

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Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
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    Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (English)
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    23 September 2012
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    multicollinearity
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    restricted generalized least squares estimator
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    SUR restricted ridge estimator
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    Liu estimator
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    biased estimator
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    Monte Carlo simulations
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