Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (Q5031692)
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scientific article; zbMATH DE number 7474720
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| English | Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals |
scientific article; zbMATH DE number 7474720 |
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Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (English)
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16 February 2022
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multicollinearity
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ridge regression
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seemingly unrelated regressions
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0.8076608180999756
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0.8021661043167114
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0.7964888215065002
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0.7935327887535095
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