A New Ridge Regression Causality Test in the Presence of Multicollinearity (Q2815357)

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A New Ridge Regression Causality Test in the Presence of Multicollinearity
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    A New Ridge Regression Causality Test in the Presence of Multicollinearity (English)
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    28 June 2016
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    Granger causality test
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    multicollinearity
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    ridge parameters
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    size and power
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