Journal of Financial and Quantitative Analysis Vol. 1 No. 2 1966
A Simulation Study of Effects of Multicollinearity and Autocorrelation on Estimates of Parameters
Abstract
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
- DOI
- 10.2307/2329990
- Volume
- 1
- Issue
- 2
- Pages
- 36
- Sources
- crossref openalex