Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from “fragile five” countries
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from" Fragile Five" Countries
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
Bayesian Analysis of Correlated Regressors in Seemingly Unrelated Regression Model
OO Ojo, AA Adepoju - Rattanakosin Journal of Science and …, 2021 - ph02.tci-thaijo.org
Multicollinearity is known to result in inefficiency of estimators. This study introduces the use
of Bayesian estimator to handle the problem of multicollinearity in Seemingly Unrelated …
of Bayesian estimator to handle the problem of multicollinearity in Seemingly Unrelated …
[PDF][PDF] BAYESIAN ESTIMATION OF SEEMINGLY UNRELATED REGRESSION WITH COLLINEAR CATEGORICAL EXPLANATORY VARIABLES
P Onatunji Adewale, A Adepoju Adadayo… - researchgate.net
The efficiency of Seemingly Unrelated Regression (SUR) not only depends on
contemporaneous correlation between errors term but also on the degree of collinearity …
contemporaneous correlation between errors term but also on the degree of collinearity …
Bayesian Skew Normal Seemingly Unrelated Regression Modelling of Gross Regional Domestic Product
The assumption of the error normality in the regression model was often questioned
especially in cases where there was an outlier, which causes the behavior of asymmetric …
especially in cases where there was an outlier, which causes the behavior of asymmetric …