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

DOI10.1080/02664760903406462OpenAlexW1991783258MaRDI QIDQ5124757FDOQ5124757

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

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zbMATH Keywords

Bayesian approachinvestment decisioncapital intensityfinancial constraintBayesian ridge regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Inference from iterative simulation using multiple sequences
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• An analysis of variance test for normality (complete samples)
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• Ridge regression:some simulations
• Dynamic Investment Models and the Firm's Financial Policy
• Ridge Regression and James-Stein Estimation: Review and Comments
• On generalized ridge regression estimators under collinearity and balanced loss
• A class of almost unbiased and efficient estimators of regression coefficients
• A Panel Analysis of Liquidity Constraints and Firm Investment
• Introduction to linear regression analysis.
• A new class of generalized Bayes minimax ridge regression estimators
• Generalized ridge regression and a generalization of theC_Pstatistic
• On small sample properties of the almost unbiased generalized ridge estimator
• Title not available (Why is that?)
• A note on almost unbiased generalized ridge regression estimator under asymmetric loss

Cited In (1)

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

Uses Software

• WinBUGS
• BUGS

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