Ridge Estimation in Linear Models with Autocorrelated Errors (Q2786250)

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Ridge Estimation in Linear Models with Autocorrelated Errors
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    Ridge Estimation in Linear Models with Autocorrelated Errors (English)
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    21 September 2010
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    autocorrelation
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    Liu estimator
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    Monte Carlo simulation
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    multicollinearity
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    ridge regression
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    Sarkar estimator
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