A New Ridge Regression Causality Test in the Presence of Multicollinearity

DOI10.1080/03610926.2012.659825OpenAlexW2092384224MaRDI QIDQ2815357

Ghazi Shukur, Kristofer Månsson, Pär Sjölander

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.659825

zbMATH Keywords

multicollinearityGranger causality testsize and powerridge parameters

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Parameter estimation approaches to tackling measurement error and multicollinearity in ordinal probit models

Cites Work

• An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Granger Causality Test in the Presence of Spillover Effects
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
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