A new unbiased estimator of a mulitple linear regression model of the CAPM in case of multicollinearity (Q5064449)
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scientific article; zbMATH DE number 7490917
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| English | A new unbiased estimator of a mulitple linear regression model of the CAPM in case of multicollinearity |
scientific article; zbMATH DE number 7490917 |
Statements
16 March 2022
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CAPM
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data multicollinearity
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Moore-Penrose inverse
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MDLUE
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multiple linear regression
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0.7195039391517639
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0.7121902704238892
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0.7059904932975769
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0.705651044845581
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