Developing Ridge Parameters for SUR Models
Year of publication: |
2007-01-31
|
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Authors: | Alkhamisi, M.A. ; Shukur, Ghazi |
Institutions: | Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) |
Subject: | Multicollinearity | SUR ridge regression | Monte Carlo simulations | biased estimators | Generalized least squares |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series KTH/CESIS Working Paper Series in Economics and Institutions of Innovation Number 80 28 pages |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
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