The problem of near-multicollinearity revisited: erratic vs systematic volatility.
type: Item
instance of: scholarly article
title: The problem of near-multicollinearity revisited: erratic vs systematic volatility.
zbMATH Open document ID: 1043.62061
DOI: 10.1016/S0304-4076(01)00144-0
author: Aris Spanos
author: Anya Mcguirk
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1891712
zbMATH Keywords: near-multicollinearity
zbMATH Keywords: ill-conditioning
zbMATH Keywords: condition number
zbMATH Keywords: norm bounds
zbMATH Keywords: erratic volatility
zbMATH Keywords: systematic volatility
zbMATH Keywords: statistical parameterization
MaRDI profile type: Publication
cites work: Q3999497
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description: scientific article; zbMATH DE number 1891712