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A Caution Regarding Rules of Thumb for Variance Inflation Factors


  • Robert O’brien



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  • Robert O’brien, 2007. "A Caution Regarding Rules of Thumb for Variance Inflation Factors," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(5), pages 673-690, October.
  • Handle: RePEc:spr:qualqt:v:41:y:2007:i:5:p:673-690
    DOI: 10.1007/s11135-006-9018-6

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    References listed on IDEAS

    1. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
    2. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    3. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.
    4. Jim Granato & William West, 1994. "Words And Deeds: Symbolic Politics And Decision Making At The Federal Reserve," Economics and Politics, Wiley Blackwell, vol. 6(3), pages 233-255, November.
    5. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    6. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
    7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Cited by:

    1. Annette Berg & Yolanda Grift & Arjen Witteloostuijn, 2011. "Works Councils and Organizational Performance," Journal of Labor Research, Springer, vol. 32(2), pages 136-156, June.
    2. Torrisi, Gianpiero, 2009. "A multilevel analysis on the economic impact of public infrastructure and corruption on Italian regions," MPRA Paper 15487, University Library of Munich, Germany.
    3. Catherine Liston-Heyes & Gwen Ceton, 2009. "An Investigation of Real Versus Perceived CSP in S&P-500 Firms," Journal of Business Ethics, Springer, vol. 89(2), pages 283-296, October.
    4. A. van den Berg & Y.K. Grift & A. van Witteloostuijn, 2008. "Works councils and organizational performance : The role of top managers’ and works councils’ attitudes in bad vis-à -vis good times," Working Papers 08-14, Utrecht School of Economics.
    5. Dorota Ciolek, 2011. "Metody identyfikacji efektow zewnetrznych funkcjonowania klastrów przemyslowych," Working Papers of Economics of European Integration Division 1103, The Univeristy of Gdansk, Faculty of Economics, Economics of European Integration Division.
    6. Antonio Lecuna, 2014. "High income inequality as a structural factor in entrepreneurial activity," Past Working Papers xx, Universidad del Desarrollo, School of Business and Economics, revised Dec 2014.
    7. Driouchi, Ahmed & Malki, Karim, 2011. "Enterprise creation & anti-commons in developing economies: evidence from World Bank doing business data," MPRA Paper 32373, University Library of Munich, Germany, revised 22 Jul 2011.
    8. Djaoudath Alidou, 2011. "Les augmentations de capital réservées aux salariés en France - Employee Equity Issue:Evidence from France," Working Papers CREGO 1110603, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    9. Catalina RADU-GHERASE, 2009. "The Influence of Leadership on Organization’s Level of Competitiveness," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(5), pages 959-967, December.
    10. Antonio Lecuna, 2014. "Corruption and bureaucracy in entrepreneurship," Serie Working Papers 17, Universidad del Desarrollo, School of Business and Economics, revised Dec 2014.
    11. Steffen Jenner, Gabriel Chan, Rolf Frankenberger, and Mathias Gabel, 2012. "What Drives States to Support Renewable Energy?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).


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