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Multicollinearity and Forecasting

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  • Gary Smith, 1974. "Multicollinearity and Forecasting," Cowles Foundation Discussion Papers 383, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:383
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d03/d0383.pdf
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    1. Leamer, Edward E, 1973. "Multicollinearity: A Bayesian Interpretation," The Review of Economics and Statistics, MIT Press, vol. 55(3), pages 371-380, August.
    2. Haitovsky, Yoel, 1969. "Multicollinearity in Regression Analysis: Comment," The Review of Economics and Statistics, MIT Press, vol. 51(4), pages 486-489, November.
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    Cited by:

    1. Gary Smith & William C. Brainard, 1974. "The Value of a priori Information in Estimating a Financial Model," Cowles Foundation Discussion Papers 382, Cowles Foundation for Research in Economics, Yale University.

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