Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (Q3696339)
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scientific article; zbMATH DE number 3921770
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| English | Ridge estimation in regression problems with autocorrelated errors: A monte carlo study |
scientific article; zbMATH DE number 3921770 |
Statements
Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (English)
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1985
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autocorrelated errors
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generalized least squares
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ordinary least
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squares
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ridge estimators
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collinearity
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error variance
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serial correlation
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mean squared error performance
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0.8734393119812012
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0.8612575531005859
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0.7996909022331238
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0.7917695641517639
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0.7850223183631897
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