A stochastic restricted ridge regression estimator

Journal of Multivariate Analysis

Volumn 100, Issue 8, 2009, Pages 1706-1716

  Özkale, M Revan ^a  

^a CUKUROVA UNIVERSITY   (Turkey)

Author keywords

Autocorrelated error; Mixed estimator; Multicollinearity; Restricted ridge regression estimator; Stochastic linear restrictions

Indexed keywords

EID: 67349240933     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.02.005     Document Type: Article

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