Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445)
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English | 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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