Estimation under Multicollinearity: A Comparative Approach Using Monte Carlo Methods

DOI10.3844/JMSSP.2010.183.192zbMath1196.65033OpenAlexW2101116897MaRDI QIDQ3583092

D. A. Agunbiade, Joseph Olutayo Iyaniwura

Publication date: 26 August 2010

Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=183-192&j_id=jms2&art_no=298&issue_no=23

zbMATH Keywords

numerical examplesmulticollinearityMonte-Carlosimultaneous equationestimation techniqueseconometric modelbias statisticsjust-identification and exogenous variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (4)

New Bayesian approach to the estimation in simultaneous equations model ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator ⋮ Two-stage Liu estimator in a simultaneous equations model

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