Programming Correlation Criteria with free CAS Software
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DOI: 10.1007/s10614-016-9604-1
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- Achilleas Anastasiou & Peter Hatzopoulos & Alex Karagrigoriou & George Mavridoglou, 2021. "Causality Distance Measures for Multivariate Time Series with Applications," Mathematics, MDPI, vol. 9(21), pages 1-15, October.
- Román Salmerón-Gómez & Catalina García-García & José García-Pérez, 2021. "A Guide to Using the R Package “multiColl” for Detecting Multicollinearity," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 529-536, February.
- Kimon Ntotsis & Alex Karagrigoriou & Andreas Artemiou, 2021. "Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote," Econometrics, MDPI, vol. 9(4), pages 1-13, December.
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More about this item
Keywords
Multicollinearity; Correlation criteria; Computational econometrics; CAS software;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
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