The existence of moments of ridge-like k-class and partially restricted reduced form estimators

DOI10.1080/03610928208828422zbMATH Open0503.62061OpenAlexW2120251266MaRDI QIDQ3969727FDOQ3969727

Authors: P. A. V. B. Swamy, Jatinder S. Mehta 

Publication date: 1982

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828422

zbMATH Keywords

existence of momentsstructural coefficientsmore than two endogenous variablespartially restricted reduced form estimatorsridge-like k-class estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Linear Statistical Inference and its Applications
• Finite-Sample Properties of the k-Class Estimators
• The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
• Two methods of evaluating hoerl and kennard's ridge regression
• The Existence of Moments of k-Class Estimators
• The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
• A note on minimum average risk estimators for coefficients in linear models
• On the existence of moments of partially restricted reduced form coefficients
• A Tchebychev Inequality for the Convergence of a Generalized Classical Linear Estimator, Sample Size Being Fixed

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