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A ridge-like method for simultaneous estimation of simultaneous equations - MaRDI portal

A ridge-like method for simultaneous estimation of simultaneous equations (Q1138335)

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scientific article; zbMATH DE number 3671553
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A ridge-like method for simultaneous estimation of simultaneous equations
scientific article; zbMATH DE number 3671553

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    A ridge-like method for simultaneous estimation of simultaneous equations (English)
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    1980
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    linear simultaneous equations model
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    ridge-like modification of 3SLS estimator
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    quadratic risk criterion
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