Multicollinearity and the Mean Square Error of Alternative Estimators
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Publication:4403596
DOI10.2307/1913493zbMATH Open0277.62048OpenAlexW2003303541MaRDI QIDQ4403596FDOQ4403596
Authors: Martin Feldstein 
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913493
Cited In (6)
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
- Weighted estimators in regression with multicollinearity
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- Assessing influence on the Liu estimates in linear regression models
- Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
- Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators
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