Difference based ridge and Liu type estimators in semiparametric regression models
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DOI: 10.1016/j.jmva.2011.08.018
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- Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers 2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
References listed on IDEAS
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More about this item
Keywords
Difference based estimator; Differencing estimator; Differencing matrix; Liu estimator; Liu type estimator; Multicollinearity; Ridge regression estimator; Semiparametric model;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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