Search Results - subject:"near-multicollinearity"

Spurious regressions and near-multicollinearity, with an application to aid, policies and growth

Chatelain, Jean-Bernard; Ralf, Kirsten - In: Journal of macroeconomics 39 (2014) A, pp. 85-96

In multiple regressions, explanatory variables with simple correlation coefficients with the dependent variable below 0.1 in absolute value (such as aid/gross domestic product (GDP) with GDP growth) face a problem of parameter identification. They may have very large, statistically significant,...

Persistent link: https://www.econbiz.de/10010352161

Spurious regressions and near-multicollinearity, with an application to aid, policies and growth

Chatelain, Jean-Bernard; Ralf, Kirsten - In: EconStor Open Access Articles (2014), pp. 85-96

Persistent link: https://www.econbiz.de/10010954576

Retire statistical significance? : reevaluation of the employment effects of the 2006 world cup

Maennig, Wolfgang; Sattarhoff, Cristina; Stahlecker, Peter - In: International journal of sport finance 17 (2022) 2, pp. 73-88

Persistent link: https://www.econbiz.de/10013329866

Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth

Chatelain, Jean-Bernard; Ralf, Kirsten - Volkswirtschaftliche Fakultät, … - 2012

In multiple regressions, explanatory variables with simple correlation coefficients with the dependent variable below 0.1 in absolute value (such as aid with economic growth) may have very large and statistically significant estimated parameters which are unfortunately �"outliers driven" and...

Persistent link: https://www.econbiz.de/10011261030

Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth

Chatelain, Jean-Bernard; Ralf, Kirsten - HAL - 2012

Explanatory variables with simple correlation coefficients with the dependent variable below 0.1 in absolute value (such as aid with economic growth) may have very large and statistically significant estimated parameters in multiple regressions, which are unifortunately "outliers driven" or...

Persistent link: https://www.econbiz.de/10011025853

Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance.

Chatelain, Jean-Bernard; Ralf, Kirsten - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012

This paper shows that a multiple regression with two highly correlated explanatory variables, both of them with a near zero correlation with the dependent variable may correspond to a spurious regression or to a homeostatic model, with estimates highly sensible to outliers. The regression method...

Persistent link: https://www.econbiz.de/10009493572

Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth.

Chatelain, Jean-Bernard; Ralf, Kirsten - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012

Persistent link: https://www.econbiz.de/10010593070

Essays in nonlinear macroeconomic modeling and econometrics.

Atems, Bebonchu - 2011

rather than the change in the price of oil.The second essay revisits the statistical specification of near-multicollinearity … invoked with near-multicollinearity is rather misleading. This assumption states that one can assess the impact of near-multicollinearity … simulations in the paper confirm these findings. We also show that traditional near-multicollinearity diagnostics, such as the …

Persistent link: https://www.econbiz.de/10009464068

Revisiting the statistical specification of near-multicollinearity in the logistic regression model

Atems, Bebonchu; Bergtold, Jason - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 199-210

Persistent link: https://www.econbiz.de/10011507517

Can statistics do without artefacts?

Chatelain, Jean-Bernard - Volkswirtschaftliche Fakultät, … - 2010

This companion paper to Chatelain and Ralf (2012), “Spurious regressions with near-multicollinearity” put their results …

Persistent link: https://www.econbiz.de/10011261074