The problem of near-multicollinearity revisited: erratic vs systematic volatility
| Year of publication: |
2002
|
|---|---|
| Authors: | Spanos, Aris ; McGuirk, Anya |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 108.2002, 2, p. 365-393
|
| Publisher: |
Elsevier |