Ridge regression and the multicollinearity problem in financial research : a case study
R. Penny Marquette and Dana Johnson
| Year of publication: |
1980
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|---|---|
| Authors: | Marquette, R. Penny ; Johnson, Dana |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 3.1980, 1, p. 33-47
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| Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik Schätzung | Vereinigte Staaten |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002436835