Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
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Publication:3526091
DOI10.1080/03610920801931853zbMath1143.62333MaRDI QIDQ3526091
Luis Firinguetti, Hernán Rubio
Publication date: 24 September 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920801931853
Cites Work
- Optimality of least squares in the seemingly unrelated regression equation model
- Sufficient Linear Structures: Econometric Applications
- The efficiency of least squares estimators of a seemingly unrelated regression model
- Ridge regression in the context of a system of seemingly unrelated regression equations
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias