A comparison study of least squares and ridge estimators in the presence of heteroscedasticity and multicollinearity under normal and nonnormal disturbances
In this chapter the sample properties of the least squares (LS) and of some ridge estimators (and predictors) are studied for alternative models of heteroscedasticity at various levels of multicollinearity, under normal and non-normal disturbances with small and large variances. The present simulati...
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| Veröffentlicht in: | Money, trade and finance |
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| Format: | UnknownFormat |
| Sprache: | eng |
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2021
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