Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression

DOI10.1080/02664760903406462MaRDI QIDQ5124757zbMATH OpenOpenAlexFDO

Authors Aquiles E. G. Kalatzis, Camila F. Bassetto, Carlos R. Azzoni

Publication date 30 September 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760903406462

zbMATH Keywords

Bayesian approachBayesian ridge regressioncapital intensityfinancial constraintinvestment decision

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A class of almost unbiased and efficient estimators of regression coefficients
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• Dynamic Investment Models and the Firm's Financial Policy
• Generalized ridge regression and a generalization of theC_Pstatistic
• scientific article; zbMATH DE number 597911 (Why is no real title available?)
• scientific article; zbMATH DE number 837302 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• Introduction to linear regression analysis.
• On generalized ridge regression estimators under collinearity and balanced loss
• On small sample properties of the almost unbiased generalized ridge estimator
• Ridge Regression and James-Stein Estimation: Review and Comments
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations

Cited in

(1)

• Application of ridge regression and factor analysis in design and production of alloy wheels

Describes a project that uses

Uses Software

• WinBUGS
• BUGS

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