Single-equation estimators and aggregation restrictions when equations have the same sets of regressors

DOI10.1016/0304-4076(78)90026-XzbMath0409.62051OpenAlexW1985823979MaRDI QIDQ1259121

Frank T. Denton

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90026-x

zbMATH Keywords

Generalized Least SquaresAgGregation RestrictionsIndirect Least SquaresInstrumental VariablesK-Class EstimatorsOrdinary Least SquaresRidge RegressionSingle-Equation EstimatorsTwo-Stage Least Squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

The structure matrix of (0,1)-matrices: Its rank, trace, and eigenvalues. An application to econometric models

Cites Work

• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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