Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies

M. Alkhamisi ()

Statistical Papers, 2010, vol. 51, issue 3, 672 pages

Keywords: Multicollinearity; Restricted generalized least squares estimator; SUR restricted ridge estimator; Liu estimator; Biased estimator; Monte Carlo simulation; 62J12 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-008-0151-2

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