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On Liu estimators for the logit regression model

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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis

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An investigation of the causal relations between exchange rates and interest rate differentials using wavelets

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Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis

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Testing for panel cointegration in high dimensional data in the presence of cross-sectional dependency

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Market concentration and market power of the Swedish mortgage Sector : a wavelet panel efficiency analysis

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Investigation of the nonlinear behaviour in real exchange rates in developing regions

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Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market

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Performance of Some Logistic Ridge Regression Estimators

Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414

In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>

Persistent link: https://www.econbiz.de/10010989298