Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (Q5031692)
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scientific article; zbMATH DE number 7474720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals |
scientific article; zbMATH DE number 7474720 |
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Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (English)
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16 February 2022
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multicollinearity
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ridge regression
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seemingly unrelated regressions
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