r − k Class estimator in the linear regression model with correlated errors

Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r − k class estimator to the generalized least squares estimator, the p...

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Bibliographic Details
Published in:	Statistical papers (Berlin, Germany) Vol. 55; no. 2; pp. 393 - 407
Main Authors:	Üstündag Siray, Gülesen, Kaçiranlar, Selahattin, Sakalliolu, Sadullah
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01-05-2014 Springer Nature B.V
Subjects:	Autocorrelation Bias Correlation Economic Theory/Quantitative Economics/Mathematical Methods Economics Eigenvalues Errors Estimators Finance Insurance Least squares method Linear equations Management Mathematics and Statistics Mean square errors Operations Research/Decision Theory Probability Theory and Stochastic Processes Regression Regression analysis Regular Article Scalars Statistical analysis Statistics Statistics for Business Studies − Autocorrelation Mean square error matrix Multicollinearity Class estimator Ridge regression estimator
Online Access:	Get full text
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