Developing Ridge Parameters for SUR Model
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Publication:5457982
DOI10.1080/03610920701469152zbMath1274.62461OpenAlexW2106342186MaRDI QIDQ5457982
Publication date: 10 April 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701469152
Monte Carlo simulationsgeneralized least squaresmulticollinearitybiased estimatorsSUR ridge regression
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Cites Work
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- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- A Monte Carlo Study of Recent Ridge Parameters
- On multivariate ridge regression
- Ridge regression:some simulations
- Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
- Performance of some new preliminary test ridge regression estimators and their properties
- Ridge regression in the context of a system of seemingly unrelated regression equations
- Estimation and inference in sur models when the number of equations is large
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Linear Statistical Inference and its Applications
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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