A New Ridge Regression Causality Test in the Presence of Multicollinearity

Author: Månsson Kristofer   Shukur Ghazi   Sjölander Pär  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.43, Iss.2, 2014-01, pp. : 235-248

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Abstract