Modified Ridge Parameters for Seemingly Unrelated Regression Model (Q3168560)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Ridge Parameters for Seemingly Unrelated Regression Model |
scientific article |
Statements
Modified Ridge Parameters for Seemingly Unrelated Regression Model (English)
0 references
31 October 2012
0 references
modified SUR ridge regression
0 references
Monte Carlo simulations
0 references
multicollinearity
0 references
TMSE
0 references
