Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
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- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
References listed on IDEAS
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More about this item
KeywordsDifference based estimator; Differencing estimator; Differencing matrix; Liu estimator; Liu type estimator; Multicollinearity; Ridge regression estimator; Semiparametric model;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-12 (All new papers)
- NEP-ECM-2011-03-12 (Econometrics)
- NEP-ENE-2011-03-12 (Energy Economics)
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