Two-stage Liu estimator in a simultaneous equations model

DOI10.1080/00949655.2018.1450875MaRDI QIDQ4960665zbMATH OpenOpenAlexWikidataFDO

Authors Selma Toker, Selahattin Kaçıranlar, Hüseyin Güler

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2018.1450875

zbMATH Keywords

Liu estimatormulticollinearityridge estimatorsimultaneous equations modeltwo-stage estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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Cited in

(3)

• Investigating the two parameter analysis of Lipovetsky for simultaneous systems
• Two-stage least squares and indirect least squares algorithms for simultaneous equations models
• New Bayesian approach to the estimation in simultaneous equations model

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