Ntotsis, Kimon; Karagrigoriou, Alex; Artemiou, Andreas - In: Econometrics : open access journal 9 (2021) 4, pp. 1-13
When it comes to variable interpretation, multicollinearity is among the biggest issues that must be surmounted, especially in this new era of Big Data Analytics. Since even moderate size multicollinearity can prevent proper interpretation, special diagnostics must be recommended and implemented...
