On the performance of some ridge estimators in partially linear models with heteroskedastic and autocorrelated errors
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Tarih
2015
Yazarlar
Dergi Başlığı
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Cilt Başlığı
Yayıncı
ISOSS Publıcatıons
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
This paper is concerned with a partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the nonlinear component with correlated and uncorrelated random errors. The estimation of covariance matrices of parameter estimates are modeled by Newey-West heteroscedasticity and autocorrelation consistent estimator when the errors are dependent. Real and simulated data sets are utilized to demonstrate the performance of the biased estimators.
Açıklama
Tabakan, Gülin (Aksaray, Yazar)
Anahtar Kelimeler
Autocorrelation, Consistent Estimator, Difference-Based Estimator, Heteroscedasticity, Multicollinearity, Partially Linear Regression Model
Kaynak
Pakistan Journal of Statistics
WoS Q Değeri
Scopus Q Değeri
Q3
Cilt
31
Sayı
2
