Estimation under multicollinearity: a comparative approach using Monte Carlo methods

DOI10.3844/JMSSP.2010.183.192MaRDI QIDQ3583092zbMATH OpenOpenAlexFDO

Authors D. A. Agunbiade, Joseph Olutayo Iyaniwura

Publication date 26 August 2010

Published in Journal of Mathematics and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.scipub.org/scipub/ab_issue.php?pg_no=183-192&j_id=jms2&art_no=298&issue_no=23

zbMATH Keywords

bias statisticseconometric modelestimation techniquesjust-identification and exogenous variablesMonte-Carlomulticollinearitynumerical examplessimultaneous equation

Mathematics Subject Classification ID

Point estimation (62F10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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