A stochastic restricted ridge regression estimator
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- Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-1310, November.
- Trenkler, G., 1984. "On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 179-190.
- Groß, Jürgen, 2003. "Restricted ridge estimation," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 57-64, October.
- Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
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Cited by:
- M. Revan Özkale & Hans Nyquist, 2021. "The stochastic restricted ridge estimator in generalized linear models," Statistical Papers, Springer, vol. 62(3), pages 1421-1460, June.
- Zhang, Weiwei & Li, Gaorong & Xue, Liugen, 2011. "Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3027-3040, November.
- Jiewu Huang & Hu Yang, 2015. "On a principal component two-parameter estimator in linear model with autocorrelated errors," Statistical Papers, Springer, vol. 56(1), pages 217-230, February.
- F. Ghapani & A. R. Rasekh & B. Babadi, 2018. "The weighted ridge estimator in stochastic restricted linear measurement error models," Statistical Papers, Springer, vol. 59(2), pages 709-723, June.
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Keywords
Multicollinearity Restricted ridge regression estimator Stochastic linear restrictions Mixed estimator Autocorrelated error;Statistics
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