A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors (Q3471525)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors |
scientific article |
Statements
A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors (English)
0 references
1989
0 references
least squares regression
0 references
first order autoregressive disturbance
0 references
collinearity
0 references
tables
0 references
simulations
0 references
ridge regression
0 references
