Developing Ridge Parameters for SUR Model (Q5457982)

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scientific article; zbMATH DE number 5261941
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Developing Ridge Parameters for SUR Model
scientific article; zbMATH DE number 5261941

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    Developing Ridge Parameters for SUR Model (English)
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    10 April 2008
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    biased estimators
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    generalized least squares
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    Monte Carlo simulations
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    multicollinearity
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    SUR ridge regression
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