The problem of near-multicollinearity revisited: erratic vs systematic volatility. (Q1867728)
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scientific article; zbMATH DE number 1891712
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| English | The problem of near-multicollinearity revisited: erratic vs systematic volatility. |
scientific article; zbMATH DE number 1891712 |
Statements
The problem of near-multicollinearity revisited: erratic vs systematic volatility. (English)
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2 April 2003
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near-multicollinearity
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ill-conditioning
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condition number
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norm bounds
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erratic volatility
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systematic volatility
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statistical parameterization
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0.7571684718132019
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0.7390201091766357
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0.7329357862472534
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0.7313587665557861
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