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Small sample properties of a ridge regression estimator when there exist omitted variables

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  • Ryo Uemukai

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  • Ryo Uemukai, 2011. "Small sample properties of a ridge regression estimator when there exist omitted variables," Statistical Papers, Springer, vol. 52(4), pages 953-969, November.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:4:p:953-969
    DOI: 10.1007/s00362-009-0303-z
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    References listed on IDEAS

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    1. Huang, Ju-Chin, 1999. "Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach," Economics Letters, Elsevier, vol. 62(3), pages 261-264, March.
    2. Chawla, J. S., 1990. "A note on ridge regression," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 343-345, April.
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    Cited by:

    1. Andrea Beccarini, 2024. "Testing omitted variables in VARs," Statistical Papers, Springer, vol. 65(5), pages 3093-3109, July.
    2. Akio Namba, 2015. "MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 56(2), pages 379-390, May.

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