Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (Q3696339): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1196211 |
||
Property / author | |||
Property / author: Martin L. Puterman / rank | |||
Revision as of 12:17, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ridge estimation in regression problems with autocorrelated errors: A monte carlo study |
scientific article |
Statements
Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (English)
0 references
1985
0 references
autocorrelated errors
0 references
generalized least squares
0 references
ordinary least
0 references
squares
0 references
ridge estimators
0 references
collinearity
0 references
error variance
0 references
serial correlation
0 references
mean squared error performance
0 references