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A Simulation Study of Effects of Multicollinearity and Autocorrelation on Estimates of Parameters

William A. Schink; John S. Y. Chiu

Journal of Financial and Quantitative Analysis 1966 1(2), 36

William A. Schink, John S. Y. Chiu, A Simulation Study of Effects of Multicollinearity and Autocorrelation on Estimates of Parameters, The Journal of Financial and Quantitative Analysis, Vol. 1, No. 2 (Jun., 1966), pp. 36-67

Theorie des choix et fonctions de demande

H. A. John Green; André Nataf

Econometrica 1966 34(1), 250

Aggregation in Economic Analysis

I. F. Pearce; H. A. John Green

Econometrica 1966 34(1), 245

Search Criteria

A Simulation Study of Effects of Multicollinearity and Autocorrelation on Estimates of Parameters

Theorie des choix et fonctions de demande

Aggregation in Economic Analysis