On a principal component two-parameter estimator in linear model with autocorrelated errors
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DOI: 10.1007/s00362-013-0576-0
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References listed on IDEAS
- Trenkler, G., 1984. "On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 179-190.
- Özkale, M. Revan, 2009. "A stochastic restricted ridge regression estimator," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1706-1716, September.
- Xinfeng Chang & Hu Yang, 2012. "Combining two-parameter and principal component regression estimators," Statistical Papers, Springer, vol. 53(3), pages 549-562, August.
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Keywords
Autocorrelation; Multicollinearity; Principal component two-parameter estimator; Generalized least squares estimator; Mean squared error matrix; 62J05; 62J07;All these keywords.
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Statistics
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