Three-Stage Least-Squares and Generalized Double k-Class Estimators: A Mathematical Relationship

DOI10.2307/2525691zbMath0225.62086OpenAlexW1994993770MaRDI QIDQ5631946

No author found.

Publication date: 1971

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525691

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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Maximum-likelihood and least-squares approaches to simultaneous estimation of simultaneous equations ⋮ The bias of generalized double k-class estimators ⋮ The structure of simultaneous equations estimators ⋮ K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case ⋮ Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations