Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions (Q2979612)
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scientific article; zbMATH DE number 6708065
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| English | Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions |
scientific article; zbMATH DE number 6708065 |
Statements
Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions (English)
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25 April 2017
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autocorrelation
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inequality restrictions
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multicollinearity
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ridge regression estimator
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two-stage estimator
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0.8855606913566589
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0.7917705774307251
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0.7899569869041443
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0.7852083444595337
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0.7801236510276794
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