Investigating the two parameter analysis of Lipovetsky for simultaneous systems
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Publication:2208412
DOI10.1007/s00362-018-1021-1zbMath1452.62516OpenAlexW2884388066MaRDI QIDQ2208412
Publication date: 2 November 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-1021-1
multicollinearitysimultaneous equations modeltwo parameter ridge estimatortwo stage least squares estimation
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 (3)
New Bayesian approach to the estimation in simultaneous equations model ⋮ Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ Defining a two-parameter estimator: a mathematical programming evidence
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