The Efficiency of the K-L Estimator for the Seemingly Unrelated Regression Model: Simulation and Application
This paper considers the Ridge Feasible Generalized Least Squares Estimator (RFGLSE), Ridge Seemingly Unrelated Regression RSUR and proposes the Kibria-Lukman KLSUR estimator for the parameters of the Seemingly Unrelated Regression (SUR) model when the regressors of the models are collinear. A simu...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Nigerian Society of Physical Sciences
2023-06-01
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Series: | Journal of Nigerian Society of Physical Sciences |
Subjects: | |
Online Access: | https://journal.nsps.org.ng/index.php/jnsps/article/view/1514 |