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Year of publication
Subject
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Multicollinearity 90 multicollinearity 84 Schätztheorie 48 Estimation theory 45 Regressionsanalyse 25 Regression analysis 23 Estimation 17 Multikollinearität 16 Theorie 15 Schätzung 13 Theory 13 MSE 12 Multiple Regression 10 Multiple regression 10 Liu estimator 9 Monte Carlo simulations 9 Simulation 9 Ridge regression 8 ridge regression 8 omitted variable bias 7 Bias 6 Kleinste-Quadrate-Methode 6 Least squares method 6 Monte Carlo simulation 6 Systematischer Fehler 6 instrumental variables 6 simultaneity 6 Correlation 5 Econometrics 5 Monte-Carlo-Simulation 5 Ridge regression estimator 5 collinearity 5 Ökonometrie 5 Autocorrelation 4 Deutschland 4 Factor analysis 4 Faktorenanalyse 4 Forecasting model 4 Germany 4 Immobilienpreis 4
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Online availability
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Undetermined 78 Free 66 CC license 5
Type of publication
All
Article 124 Book / Working Paper 53 Other 1
Type of publication (narrower categories)
All
Article in journal 60 Aufsatz in Zeitschrift 60 Working Paper 17 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 8 Article 6 Hochschulschrift 3 research-article 3 Konferenzschrift 2 Thesis 2 Abstract 1 Aufsatz im Buch 1 Book section 1 Collection of articles written by one author 1 Congress Report 1 Dissertation u.a. Prüfungsschriften 1 Sammlung 1 review-article 1
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Language
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English 93 Undetermined 77 German 7 Spanish 2
Author
All
Shukur, Ghazi 16 Månsson, Kristofer 14 Qin, Duo 7 Kibria, B. M. Golam 6 Kaçıranlar, Selahattin 5 Huang, Daisy J. 4 Qu, Baozhi 4 Sjölander, Pär 4 Duran, Esra Akdeniz 3 García Peréz, José Ignacio 3 Gaure, Simen 3 Hayo, Bernd 3 Härdle, Wolfgang Karl 3 Markussen, Simen 3 Osipenko, Maria 3 Røed, Knut 3 Sakallıoğlu, Sadullah 3 Stahlecker, Peter 3 Ahmed, Syed E. 2 Akdeniz, Fikri 2 Akinola, Grace Oluyemisi 2 Assaf, A. Georges 2 Bergtold, Jason S. 2 Biørn, Erik 2 Eisenstat, Eric 2 Fadishei, Hamid 2 Featherstone, Allen M. 2 Grover, Gurprit 2 Gruber, Josef 2 Gómez, Román Salmerón 2 Hoff, Ayoe 2 Jacob, Jayanth 2 Jørgensen, Henning P. 2 Kalnins, Arturs 2 Kaushik, Sakshi 2 Klaassen, Franc 2 Kockläuner, Gerhard 2 Komlos, John 2 Lauridsen, Jørgen 2 Leung, Ka Yui 2
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Institution
All
Handelns Utredningsinstitut (HUI Research) 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) 3 Institut für Weltwirtschaft (IfW) 2 Agricultural and Applied Economics Association - AAEA 1 Berkeley Electronic Press 1 Centre for Economic Performance, LSE 1 Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan 1 Ciências Econômicas, Escola de Agronomia e Engenharia de Alimentos 1 Conference on Econometrics and Statistics <1980, Hagen> 1 Department of Agricultural and Resource Economics, University of California-Davis 1 Department of Economics and Finance, La Trobe Business School 1 Department of Economics, School of Oriental and African Studies (SOAS) 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 FernUniversität in Hagen 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institute for the Study of Labor (IZA) 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg 1
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Published in...
All
Statistical Papers / Springer 12 Computational economics 7 HUI Working Papers 7 Journal of Multivariate Analysis 5 MPRA Paper 4 Quality & Quantity: International Journal of Methodology 4 Statistics in Transition new series (SiTns) 3 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 3 Working Paper Series in Economics and Institutions of Innovation 3 Angewandte Statistik und Ökonometrie 2 Annals of the Institute of Statistical Mathematics 2 Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg 2 Computational Statistics & Data Analysis 2 Economic Modelling 2 Economic modelling 2 IZA Discussion Papers 2 International Journal of Management and Marketing Research 2 International journal of economics and business research 2 Journal of Geographical Systems 2 Journal of statistical and econometric methods 2 Marketing Science 2 Metrika 2 Statistical papers 2 Tourism management : research, policies, practice 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 Akademische Abhandlungen zur Statistik 1 Annals of Faculty of Economics 1 Annals of Spiru Haret University, Economic Series 1 Applied Energy 1 Applied economics letters 1 Asian African journal of economics and econometrics 1 Behavioral finance 1 Betriebswirtschaftliche Aspekte lose gekoppelter Systeme und Eletronic Business 1 CAFO Working Papers 1 CEP Discussion Papers 1 CESifo Working Paper 1 CESifo working papers 1 China economic review : an international journal 1 Computational Economics 1 Discussion paper / Institute of Social and Economic Research 1
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Source
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RePEc 82 ECONIS (ZBW) 73 EconStor 15 Other ZBW resources 4 BASE 2 USB Cologne (EcoSocSci) 2
Showing 1 - 50 of 178
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Which Solow model - homogeneous technology-, heterogeneous technology-, or human capital-augmented : best explains OECD growth?, fresh evidence from Bayesian Monte Carlo Simulations
Dan, Thanh Bui; Nguyen Ngoc Thach - In: Montenegrin journal of economics 20 (2024) 2, pp. 251-265
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014525858
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A redefined variance inflation factor : overcoming the limitations of the variance inflation factor
Salmerón-Gómez, Román; García-García, Catalina B.; … - In: Computational economics 65 (2025) 1, pp. 337-363
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195768
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Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models
Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 129-152
Mental disorders are common non-communicable diseases whose occurrence rises at epidemic rates globally. The determination of the severity of a mental illness has important clinical implications and it serves as a prognostic factor for effective intervention planning and management. This paper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013444136
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An improved ridge type estimator for logistic regression
Varathan, Nagarajah - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 113-126
In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013444149
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Supsim: A Python package and a web-based JavaScript tool to address the theoretical complexities in two-predictor suppression situations
Nazifi, Morteza; Fadishei, Hamid - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 177-202
Two-predictor suppression situations continue to produce uninterpretable conditions in linear regression. In an attempt to address the theoretical complexities related to suppression situations, the current study introduces two different versions of a software called suppression simulator...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015051609
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An efficient estimation technique for investigating economic growth and its determinants for Nigeria in the presence of multicollinearity
Ebiwonjumi, Ayooluwade; Chifurira, Retius; Chihamu, … - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 107-119
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012804728
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The age-period-cohort problem in hedonic house prices models
Yiu, Chung Yim; Cheung, Ka Shing - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11
The age-period-cohort problem has been studied for decades but without resolution. There have been many suggested solutions to make the three effects estimable, but these solutions mostly exploit non-linear specifications. Yet, these approaches may suffer from misspecification or omitted...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012805038
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Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models
Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 129-152
Mental disorders are common non-communicable diseases whose occurrence rises at epidemic rates globally. The determination of the severity of a mental illness has important clinical implications and it serves as a prognostic factor for effective intervention planning and management. This paper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013419432
Saved in:
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An improved ridge type estimator for logistic regression
Varathan, Nagarajah - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 113-126
In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013428849
Saved in:
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Supsim : a Python package and a web-based JavaScript tool to address the theoretical complexities in two-predictor suppression situations
Nazifi, Morteza; Fadishei, Hamid - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 177-202
Two-predictor suppression situations continue to produce uninterpretable conditions in linear regression. In an attempt to address the theoretical complexities related to suppression situations, the current study introduces two different versions of a software called suppression simulator...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014287935
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Should moderated regressions include or exclude quadratic terms? : present both! : then apply our linear algebraic analysis to identify the preferable specification
Kalnins, Arturs - In: Organizational research methods : ORM 27 (2024) 1, pp. 29-63
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014581620
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Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer; Kibria, B. M. Golam - In: Computational economics 58 (2021) 2, pp. 311-326
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012615004
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New hedonic quality adjustment method using sparse estimation
Furuta, Sahoko; Hatayama, Yudai; Kawakami, Atsushi; Oh, … - In: Monetary and economic studies 39 (2021), pp. 109-142
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013435519
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Predicting mobility using limited data during early stages of a pandemic
Lash, Michael T.; Sajeesh, S.; Araz, Ozgur M. - In: Journal of business research : JBR 157 (2023), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014229571
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Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries
Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of Risk and Financial Management 13 (2020) 6, pp. 1-19
In this paper, we suggest improved estimation strategies based on preliminarily test and shrinkage principles in a seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the vector regression coefficient of each equation into two...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012611360
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Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries
Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of risk and financial management : JRFM 13 (2020) 6/131, pp. 1-19
In this paper, we suggest improved estimation strategies based on preliminarily test and shrinkage principles in a seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the vector regression coefficient of each equation into two...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012309109
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Multicollinearity in the Presence of Errors-in-Variables Can Increase the Probability of Type-I Error
Komlos, John - 2019
Multicollinearity, especially in combination with errors-in-variables, can increase the likelihood of a Type-I error by inflating the value of the estimated coefficients by more than it magnifies their standard errors, thereby increasing the likelihood of obtaining statistically significant...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012018150
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Multicollinearity in the presence of errors-in-variables : can increase the probability of Type-I error
Komlos, John - 2019
Multicollinearity, especially in combination with errors-in-variables, can increase the likelihood of a Type-I error by inflating the value of the estimated coefficients by more than it magnifies their standard errors, thereby increasing the likelihood of obtaining statistically significant...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011962261
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Estimations of Means and Variances in a Markov Linear Model
Gutierrez, Abraham; Müller, Sebastian - In: Stochastics and Quality Control 37 (2022) 1, pp. 21-43
Abstract Multivariate regression models and ANOVA are probably the most frequently applied methods of all statistical analyses. We study the case where the predictors are qualitative variables and the response variable is quantitative. In this case, we propose an alternative to the classic...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014591075
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Does the kitchen-sink model work forecasting the equity premium?
Yin, Anwen - In: International review of finance : the official journal … 22 (2022) 1, pp. 223-247
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013162508
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The multiColl package versus other existing packages in R to detect multicollinearity
Salmerón Gómez, Román; García García, Catalina B.; … - In: Computational economics 60 (2022) 2, pp. 439-450
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013380784
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Addressing state space multicollinearity in solving an ozone pollution dynamic control problem
Bancha Ariyajunya; Ying, Chen; Chen, Victoria C. P.; … - In: European journal of operational research : EJOR 289 (2021) 2, pp. 683-695
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012416834
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Addressing the growth and employment effects of the extractive industries : white and black box illustrations from Kazakhstan
Sadik-Zada, Elkhan - In: Post-communist economies 33 (2021) 4, pp. 402-434
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012589377
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A guide to using the R package "multiColl" for detecting multicollinearity
Salmerón-Gómez, Román; García-García, Catalina; … - In: Computational economics 57 (2021) 2, pp. 529-536
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012486929
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A Bayesian solution to multicollinearity through unobserved common factors
Assaf, A. Georges; Tsionas, Efthymios G. - In: Tourism management : research, policies, practice 84 (2021), pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012494601
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Soil texture prediction via reduced K-means principal component multinomial regression
Lucadamo, Antonio; Amenta, Pietro; Leone, Natalia - In: Socio-economic planning sciences : the international … 75 (2021), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012533663
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Determinants of gross savings rate : selected cross-country evidence using panel data approach
Chaudhuri, Saswati; Khemka, Mukund - In: Focus : journal of international business 8 (2021) 2, pp. 54-75
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013187144
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Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad: Aplicación a rendimientos de letras del tesoro
Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de Métodos Cuantitativos para la Economía y … 24 (2017), pp. 169-189
It is known that, when in the linear regression model there is a high degree of multicollinearity, the results obtained by using the Ordinary Least Squares (OLS) method are unstable. As a solution to this situation, in this paper we present the raised method, the ridge method and the orthogonal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011995000
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On standard-error-decreasing complementarity: Why collinearity is not the whole story
Hayo, Bernd - 2017
There is a widespread belief among economists that adding additional variables to a regression model causes higher standard errors. This note shows that, in general, this belief is unfounded and that the impact of adding variables on coefficients' standard errors is unclear. The concept of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011666924
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Interpretation und mögliche Ursachen statistisch insignifikanter Testergebnisse : eine Fallstudie zu den Beschäftigungseffekten der Fußball-Weltmeisterschaft 2006
Maennig, Wolfgang; Sattarhoff, Cristina; Stahlecker, Peter - 2017
In empirischen Analysen werden Testergebnisse häufig tabellarisch als statistisch signifikante oder insignifikante Resultate ausgewiesen. Der vorliegende Beitrag beschäftigt sich mit der sachgerechten Interpretation der insignifikanten Resultate und der Analyse möglicher Ursachen. Als...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011752668
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On standard-error-decreasing complementarity : why collinearity is not the whole story
Hayo, Bernd - 2017 - This version: 09 January 2017
There is a widespread belief among economists that adding additional variables to a regression model causes higher standard errors. This note shows that, in general, this belief is unfounded and that the impact of adding variables on coefficients’ standard errors is unclear. The concept of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011579555
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Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad : aplicación a rendimientos de letras del tesoro
Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 169-189
It is known that, when in the linear regression model there is a high degree of multicollinearity, the results obtained by using the Ordinary Least Squares (OLS) method are unstable. As a solution to this situation, in this paper we present the raised method, the ridge method and the orthogonal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011845497
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Econometric support of a mass valuation process
Doszyń, Mariusz - In: Folia oeconomica Stetinensia : FOS 20 (2020) 1, pp. 81-94
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012627780
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Misconceptions about multicollinearity in international business research : identification, consequences, and remedies
Lindner, Thomas; Puck, Jonas; Verbeke, Alain - In: Journal of international business studies : JIBS ; an … 51 (2020) 3, pp. 283-298
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012244063
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Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter; Kröh, Peer A. - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012302370
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Resurgence of the endogeneity-backed instrumental variable methods
Qin, Duo - In: Economics: The Open-Access, Open-Assessment E-Journal 9 (2015) 2015-7, pp. 1-35
This paper investigates the nature of the IV method for tackling endogeneity. By tracing the rise and fall of the method in macroeconometrics and its subsequent revival in microeconometrics, it pins the method down to an implicit model respecification device-breaking the circular causality of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010487920
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Do bank loans and local amenities explain Chinese urban house prices?
Huang, Daisy J.; Leung, Charles Ka Yui; Qu, Baozhi - 2015
Based on Chinese city-level data from 1999 to 2012 and controlling for geological, environmental, and social diversity, this study suggests that credit plays a significant role in driving up house prices after the Great Recession, whereas property prices only influence bank lending before 2008....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011421458
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Untangling Fixed Effects and Constant Regressors
Klaassen, Franc; Teulings, Rutger - 2015
Fixed effects (FE) in panel data models overlap each other and prohibit the identification of the impact of ''constant'' regressors. Think of regressors that are constant across countries in a country-time panel with time FE. The traditional approach is to drop some FE and constant regressors by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011451511
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Do bank loans and local amenities explain Chinese urban house prices?
Huang, Daisy J.; Leung, Charles K.; Qu, Baozhi - Volkswirtschaftliche Fakultät, … - 2015
Using Chinese city-level data from 1999 to 2012 and considering geological, environmental, and social diversity, this study suggests that credit plays a significant role in driving up house prices after the Great Recession, whereas property prices only influence bank lending before 2008....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011204410
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Do bank loans and local amenities explain Chinese urban house prices?
Huang, Daisy J.; Leung, Ka Yui; Qu, Baozhi - 2015 - This version: February, 2015
Based on Chinese city-level data from 1999 to 2012 and controlling for geological, environmental, and social diversity, this study suggests that credit plays a significant role in driving up house prices after the Great Recession, whereas property prices only influence bank lending before 2008....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010487552
Saved in:
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Untangling fixed effects and constant regressors
Klaassen, Franc; Teulings, Rutger - 2015
Fixed effects (FE) in panel data models overlap each other and prohibit the identification of the impact of ''constant'' regressors. Think of regressors that are constant across countries in a country-time panel with time FE. The traditional approach is to drop some FE and constant regressors by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011431460
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Diagnosing and correcting the effects of multicollinearity : Bayesian implications of ridge regression
Assaf, A. Georges; Tsionas, Efthymios G.; Tasiopoulos, … - In: Tourism management : research, policies, practice 71 (2019), pp. 1-8
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011987744
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Impact of manufacturing flexibility on business performance : Malaysian's perspective
Kong Woun Tan; Kong Teong Lim - In: Gadjah Mada international journal of business 21 (2019) 3, pp. 308-329
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012301550
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Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.; Behrenz, Lars; Shukur, Ghazi - In: Computational economics 54 (2019) 1, pp. 77-98
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012134085
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Principal components to overcome multicollinearity problem
Gwelo, Abubakari S. - In: Oradea journal of business and economics 4 (2019) 1, pp. 79-91
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012159501
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Tax morale in Turkey & some European countries : a cross cultural research
Oran, Jale; Çınar, Ayşe - In: Behavioral finance, (pp. 165-187). 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012125282
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Resurgence of instrument variable estimation and fallacy of endogeneity
Qin, Duo - 2014
This paper investigates the nature of the IV method for tackling endogeneity. By tracing the rise and fall of the method in macroeconometrics and its subsequent revival in microeconometrics, it pins the method down to an implicit model respecification device - breaking the circular causality of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010420874
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Inextricability of Autonomy and Confluence in Econometrics
Qin, Duo - Department of Economics, School of Oriental and African … - 2014
This paper examines how ëconfluenceí and ëautonomyí, two key concepts introduced by Frisch around 1930, have disappeared in econometrics textbooks and why only some fragments of the two have survived mainstream econometrics. It relates the disappearance to the defect in the textbook position...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010781431
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Resurgence of instrument variable estimation and fallacy of endogeneity
Qin, Duo - Institut für Weltwirtschaft (IfW) - 2014
This paper investigates the nature of the IV method for tackling endogeneity. By tracing the rise and fall of the method in macroeconometrics and its subsequent revival in microeconometrics, it pins the method down to an implicit model respecification device - breaking the circular causality of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010956033
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Resurgence of instrument variable estimation and fallacy of endogeneity
Qin, Duo - 2014
This paper investigates the nature of the IV method for tackling endogeneity. By tracing the rise and fall of the method in macroeconometrics and its subsequent revival in microeconometrics, it pins the method down to an implicit model respecification device - breaking the circular causality of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010417159
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