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Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression
(2011)
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge ...
A generalized ridge regression estimator and its finite sample properties
(Taylor & Francis Ltd., 2008)
An application of the local influence diagnostics to ridge regression under elliptical model
(Taylor & Francis IncPhiladelphiaEUA, 2007)
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2011)
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge ...
Comparação de métodos de estimação para problemas com colinearidade e/ou alta dimensionalidade (p > n)
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2016-04-29)
This paper presents a comparative study of the predictive power of four suitable regression
methods for situations in which data, arranged in the planning matrix, are very
poorly multicolinearity and / or high dimensionality, ...
Structures and Evolution of the Pleistocenic Sand Beach Ridges in the Patos Lagoon Inlet, RS, BrazilEstrutura e Evolução dos Cordões Arenosos Pleistocênicos no Canal de Acesso à Laguna dos Patos-RS, Brasil
(Instituto de Geociências /Universidade Federal do Rio Grande do Sul, 2004)
Bayesian endogeneity bias modeling
(Elsevier, 2013-11)
We propose to model endogeneity bias using prior distributions of moment conditions. The estimator can be obtained both as a method-of-moments estimator and in a Ridge penalized regression framework. We show the estimator's ...