Two-stage Liu estimator in a simultaneous equations model

DOI10.1080/00949655.2018.1450875OpenAlexW2792606673WikidataQ130112855 ScholiaQ130112855MaRDI QIDQ4960665

Hüseyin Güler, Selma Toker, Selahattin Kaçıranlar

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

multicollinearityLiu estimatortwo-stage estimationsimultaneous equations modelridge estimator

Mathematics Subject Classification ID

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

Related Items

New Bayesian approach to the estimation in simultaneous equations model ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation under Multicollinearity: A Comparative Approach Using Monte Carlo Methods
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems