Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
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References listed on IDEAS
- Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Groß, Jürgen, 2003. "Restricted ridge estimation," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 57-64, October.
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KeywordsMulticollinearity; Restricted generalized least squares estimator; SUR restricted ridge estimator; Liu estimator; Biased estimator; Monte Carlo simulation; 62J12;
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