Multicollinearity and the Estimation of Low-Order Moments in Stable Lag Distributions

Published Date
Copyright 1980
ISBN 1483241750
Book: Evaluation of Econometric Models
Book editors: Jan Kmenta & James B. Ramsey
PUBLISHER: Academic Press
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  • Evaluation of Econometric Models (Academic Press, 1980), chap. 18, https://www.nber.org/books-and-chapters/evaluation-econometric-models/multicollinearity-and-estimation-low-order-moments-stable-lag-distributions.

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