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Volumn 108, Issue 2, 2002, Pages 365-393
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The problem of near-multicollinearity revisited: Erratic vs systematic volatility
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Author keywords
Condition number; Erratic volatility; Ill conditioning; Near multicollinearity; Norm bounds; Statistical parameterization; Systematic volatility
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Indexed keywords
DATA REDUCTION;
MATHEMATICAL MODELS;
MATRIX ALGEBRA;
PARAMETER ESTIMATION;
PROBLEM SOLVING;
CONDITION NUMBER;
ERRATIC VOLATILITY;
NEAR-MULTICOLLINEARITY;
NORM BOUNDS;
STATISTICAL PARAMETERIZATION;
SYSTEMATIC VOLATILITY;
STATISTICAL METHODS;
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EID: 0346724440
PISSN: 03044076
EISSN: None
Source Type: Journal
DOI: 10.1016/S0304-4076(01)00144-0 Document Type: Article |
Times cited : (39)
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References (18)
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