r − k Class estimator in the linear regression model with correlated errors
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DOI: 10.1007/s00362-012-0484-8
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References listed on IDEAS
- 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.
- Sarkar, Nityananda, 1996. "Mean square error matrix comparison of some estimators in linear regressions with multicollinearity," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 133-138, October.
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Keywords
Autocorrelation; Multicollinearity; r − k Class estimator; Ridge regression estimator; Mean square error matrix;All these keywords.
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