Two-stage Liu estimator in a simultaneous equations model
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DOI: 10.1080/00949655.2018.1450875
Abstract: ABSTRACT Two-stage least squares estimation in a simultaneous equations model has several desirable properties under the problem of multicollinearity. So, various kinds of improved estimation techniques can be developed to deal with the problem of… read more here.
Keywords: stage liu; two stage; simultaneous equations; liu estimator ... See more keywords