A New Ridge Regression Causality Test in the Presence of Multicollinearity (Q2815357)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A New Ridge Regression Causality Test in the Presence of Multicollinearity |
scientific article |
Statements
A New Ridge Regression Causality Test in the Presence of Multicollinearity (English)
0 references
28 June 2016
0 references
Granger causality test
0 references
multicollinearity
0 references
ridge parameters
0 references
size and power
0 references