Developing Ridge Parameters for SUR Model
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610920701469152
Reference22 articles.
1. A Monte Carlo Study of Recent Ridge Parameters
2. An Appreciation of Anant M. Kshirsagar
3. Election Night Forecasting
4. Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
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