Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (Q3696339)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge estimation in regression problems with autocorrelated errors: A monte carlo study |
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Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (English)
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1985
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autocorrelated errors
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generalized least squares
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ordinary least
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squares
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ridge estimators
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collinearity
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error variance
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serial correlation
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mean squared error performance
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