Combining ridge and principal component regression:a money demand illustration
- 1 January 1984
- journal article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 13 (2) , 197-205
- https://doi.org/10.1080/03610928408828675
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Ridge Regression under Alternative Loss CriteriaThe Review of Economics and Statistics, 1982
- A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least SquaresThe Review of Economics and Statistics, 1978
- Ridge Regression: Applications to Nonorthogonal ProblemsTechnometrics, 1970
- Ridge Regression: Biased Estimation for Nonorthogonal ProblemsTechnometrics, 1970
- Liquidity Preference as Behavior Towards RiskThe Review of Economic Studies, 1958