Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator

DOI10.1007/s40314-018-0628-0zbMath1402.62156OpenAlexW2799345253MaRDI QIDQ1993518

Selma Toker, Nimet Özbay

Publication date: 5 November 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-018-0628-0

zbMATH Keywords

multicollinearitysimultaneous equations modelridge estimatortwo-parameter estimatortwo-stage least squares estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (4)

Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

• The structure of simultaneous equations estimators
• Linear models. Least squares and alternatives
• A monte carlo study of collinearity in linear simultaneous equation models^∗
• A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
• Estimation under Multicollinearity: A Comparative Approach Using Monte Carlo Methods
• Using simulation methods for bayesian econometric models: inference, development,and communication
• A new class of blased estimate in linear regression
• The Almon two parameter estimator for the distributed lag models
• Influence measures in affine combination type regression
• A two-parameter estimator in the negative binomial regression model
• The Restricted and Unrestricted Two-Parameter Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unnamed Item
• Unnamed Item

This page was built for publication: Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator