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 approachinvestment decisioncapital intensityfinancial constraintBayesian ridge regression

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• A note on almost unbiased generalized ridge regression estimator under asymmetric loss
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• Dynamic Investment Models and the Firm's Financial Policy
• Generalized ridge regression and a generalization of theC_Pstatistic
• 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

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