Introduction To The Theory And Practice Of Econometrics

By T. Neumann. 2016

353 citations recorded by the source corpus.

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Corporate social responsibility reporting and firm performance: evidence from China (2015, background): “The highest correlation among the independent variables is 0.423 (p\ 0.01) between firm size (Sizet) and foreign-owned equity (FORt), which is much lower than 0.80, the point beyondwhich the threat ofmulticollinearity becomes a real concern (Judge et al. 1988).”
Resurrecting weighted least squares (2017, unknown): “These facts have been demonstrated by Kauermann and Carroll (2001) analytically and by Long and Ervin (2000), Kauermann and Carroll (2001), Cribari-Neto (2004), and Angrist and Pischke (2009, Section 8.”
Can doing good lead to doing poorly? Firm value implications of CSR in the face of CSI (2017, background): “The maximum correlation is .34, which is below the threshold of .8 (Judge et al. 1988).”
Evaluation of Ridge, Elastic Net and Lasso Regression Methods in Precedence of Multicollinearity Problem: A Simulation Study (2021, unknown): “(Judge 1988).”
MOBA: a New Arena for Game AI (2017, background): “This ﬁeld could take beneﬁt of models already established like the econometrics [14].”