Mussard, Stéphane; Souissi-Benrejab, Fattouma - LAboratoire Montpelliérain d'Économie Théorique et … - 2015
Data contamination and excessive correlations between regressors (multicollinearity) constitute a standard and major problem in econometrics. Two techniques enable solving these problems, in separate ways: the Gini regression for the former, and the PLS (partial least squares) regression for the...