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Multicollinearity in cross-sectional regressions

✍ Scribed by Jørgen Lauridsen; Jesùs Mur


Book ID
106276456
Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
407 KB
Volume
8
Category
Article
ISSN
1435-5930

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Multicollinearity in regression: Review
✍ Ronald G. Askin 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 664 KB

## Abstract When building regression models for forecasting, analysts often encounter the problem of multicollinearity or illconditioning in their data sets. In such cases, large variances and covariances can make subset selection and parameter estimation difficult to impossible. In this paper, we