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Multicollinearity : how common factors cause Type 1 errors in multivariate regression

Kalnins, Arturs - In: Strategic management journal 39 (2018) 8, pp. 2362-2385

Persistent link: https://www.econbiz.de/10011973507

Univariate versus multivariate modeling of panel data : model specification and goodness-of-fit testing

Bou, Juan Carlos; Satorra, Albert - In: Organizational research methods : ORM 21 (2018) 1, pp. 150-196

Persistent link: https://www.econbiz.de/10011880093

A model-free test for reduced rank in multivariate regression

Cook, R. Dennis; Setodji, C. Messan - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 340-351

Persistent link: https://www.econbiz.de/10001785231

Multivariate regression analysis for the item count technique

Imai, Kosuke - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 407-416

Persistent link: https://www.econbiz.de/10009267771

A novel robust multivariate regression approach to optimize multiple surfaces

Moslemi, Amir; Seyyed-Esfahani, Mirmehdi - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1233-1243

Persistent link: https://www.econbiz.de/10011987290

Pure factor portfolios and multivariate regression analysis

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 16-31

Persistent link: https://www.econbiz.de/10011686841

An algorithm for the multivariate group lasso with covariance estimation

Wilms, I.; Croux, Christophe - 2015

Persistent link: https://www.econbiz.de/10011658494

Multivariate multiple regression modelling for technology analysis

Jun, Sunghae; Wood, Jacob; Park, Sangsung - In: Technology analysis & strategic management 30 (2018) 3, pp. 311-323

Persistent link: https://www.econbiz.de/10011808292

Pure Factor Portfolios and Multivariate Regression Analysis

Clarke, Roger G. - 2019

Linking factor portfolio construction to cross-sectional regressions of security returns on standardized factor exposures leads to a transparent and investable perspective on factor performance. Under capitalization-weighting, multivariate regression coefficients translate to portfolio returns...

Persistent link: https://www.econbiz.de/10012902336

Univariate and multivariate claims reserving with generalized link ratios

Portugal, Luís; Pantelous, Athanasios A.; Verrall, Richard - In: Insurance / Mathematics & economics 97 (2021), pp. 57-67

Persistent link: https://www.econbiz.de/10012491961