Showing 1 - 9 of 9
In this chapter the sample properties of the least squares (LS) and of some ridge estimators (and predictors) are studied for alternative models of heteroscedasticity at various levels of multicollinearity, under normal and non-normal disturbances with small and large variances. The present...
Persistent link: https://www.econbiz.de/10012696800
Persistent link: https://www.econbiz.de/10005151721
Persistent link: https://www.econbiz.de/10005052665
Persistent link: https://www.econbiz.de/10005115339
Persistent link: https://www.econbiz.de/10005337937
Persistent link: https://www.econbiz.de/10005158372
Persistent link: https://www.econbiz.de/10005095217
Persistent link: https://www.econbiz.de/10005081890
Persistent link: https://www.econbiz.de/10005118352