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Forecast comparison of principal component regression and principal covariate regression
Heij, Christiaan (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003092858
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Introduction to contributions in regression and correlation
Zanakis, S. H.; Rustagi, J. S. - In: Optimization in statistics : with a view towards …, (pp. 7-9). 1982
Persistent link: https://www.econbiz.de/10003030877
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Interpreting the regression coefficient in semilogarithmic functions : a note
Krautmann, Anthony Charles; Ciecka, James E. - In: Indian journal of economics & business : IJEB 5 (2006) 1, pp. 121-125
Persistent link: https://www.econbiz.de/10003361745
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On the estimation of covariance matrices using panel data artificial regressions
Patacchini, Eleonora - 2003
Persistent link: https://www.econbiz.de/10001765787
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742242
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The Moran I test for spatial correlation of regression disturbances : an extension accounting for endogenous regressors
Kelejian, Harry H. - 1995
Persistent link: https://www.econbiz.de/10000921449
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Zähldatenmodelle für korrelierte abhängige Daten
Million, Andreas - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410773
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Leverage and Covariance Matrix Estimation in Finite-Sample IV Regressions
Steinhauer, Andreas - 2010
This paper develops basic algebraic concepts for instrumental variables (IV) regressions which are used to derive the leverage and influence of observations on the 2SLS estimate and compute alternative heteroskedasticity-consistent (HC1-HC3) estimators for the 2SLS covariance matrix in a...
Persistent link: https://www.econbiz.de/10013139147
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Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
An, Baiguo - 2012
end, a novel relationship between multivariate regression and canonical correlation is discovered. Subsequently, its …
Persistent link: https://www.econbiz.de/10013096103
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The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration
Johansen, Soren - 2012
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10013097567