Abstarct: W‎hen the problem of ‎multicollinearity ‎ ‎is ‎present, ‎the ‎least ‎squares ‎estimator ‎is ‎not ‎applicable ‎and ‎mostly ‎biased ‎shrinkage ‎estimators ‎are ‎used‎. Then are plenty mathods to obtain shrinkage estimators.‎ One method is the bridge estimator with special cases ridge and LASSO estimators. On the other hand, in practice and economic models, there is a need to apply some prior information on the parameters of interest. The estimator obtains under this information is said the restricted estimator. In this thesis, the asymptotic performance of the bridge and restricted bridge are investigated.‎ A numerical algorithm is developed to derive the bridge estimator. Properties of the two special cases ridge and LASSO are studies.