COLLINEARITY AND FORECASTING

被引:27
作者
BELSLEY, DA
机构
关键词
D O I
10.1002/for.3980030206
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:183 / 196
页数:14
相关论文
共 10 条
[1]   MULTICOLLINEARITY IN REGRESSION - REVIEW AND EXAMPLES [J].
ASKIN, RG .
JOURNAL OF FORECASTING, 1982, 1 (03) :281-292
[2]  
BELSLEY D, 1969, IND PRODUCTION BEHAV
[3]  
Belsley d, 1980, REGRESSION DIAGNOSTI
[4]   ASSESSING THE PRESENCE OF HARMFUL COLLINEARITY AND OTHER FORMS OF WEAK DATA THROUGH A TEST FOR SIGNAL-TO-NOISE [J].
BELSLEY, DA .
JOURNAL OF ECONOMETRICS, 1982, 20 (02) :211-253
[5]  
BELSLEY DA, 1983, MIT33 CTR COMP RES E
[6]  
BELSLEY DA, 1984, UNPUB AM STATISTICIA
[7]  
TAO GC, 1964, BIOMETRIKA, V51, P219
[8]  
THEIL H, 1963, J AM STAT ASSOC, V58, P401
[9]   ON PURE AND MIXED STATISTICAL ESTIMATION IN ECONOMICS [J].
THEIL, H ;
GOLDBERGER, AS .
INTERNATIONAL ECONOMIC REVIEW, 1961, 2 (01) :65-78
[10]  
Theil H., 1971, PRINCIPLES ECONOMETR