Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
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Publication:3526091
DOI10.1080/03610920801931853zbMath1143.62333MaRDI QIDQ3526091
Hernán Rubio, Luis Firinguetti
Publication date: 24 September 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920801931853
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Two-parameter ridge estimation in seemingly unrelated regression models, On seemingly unrelated regressions with uniform correlation error, A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
Cites Work
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- Sufficient Linear Structures: Econometric Applications
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- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias