Skip to main content
Log in

Multicollinearity and blockcollinearity — Their effects on the estimation of structural parameters in linear economic models

  • Statistische Theorie
  • Published:
Statistische Hefte Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  • Anderson, T. W., andH. Rubin [1949]: Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics, 20 (1949), pp. 46–63.

    Article  MathSciNet  Google Scholar 

  • Fisher, F. M. [1961]: On the cost of approximate specification in simultaneous equation estimation. Econometrica, 29 (1961), pp. 139–170.

    Article  MATH  Google Scholar 

  • Frisch, R. [1929]: Correlation and scatter in statistical variables. Nordisk Statistisk Tidskrift, Bd. 8, 1929.

  • Frisch, R. [1934]: Statistical confluence analysis by means of complete regression systems. Oslo 1934.

  • Graybill, F. A. [1961]: An introduction to linear statistical models. Vol. I, New York-Toronto-London 1961.

  • Haavelmo, T. [1950]: Remarks on Frisch’s confluence analysis and its use in econometrics. Cowles Commission Monograph No. 10: Statistical Inference in Dynamic Economic Models, T. C. Koopmans (Ed.), New York and London 1950, pp. 258–265.

  • Holte F. C. [1962]: Economic shock-models. Oslo and Bergen 1962.

  • Johnston, J. [1963]: Econometric methods. New York-San Francisco-Toronto-London 1963.

  • Klein, L. R., andM. Nakamura [1962]: Singularity in the equation systems of econometrics: some aspects of the problem of multicollinearity. International Economic Review, 3 (1962), pp. 274–299.

    Article  MATH  Google Scholar 

  • Koopmans, T. C. [1950]: When is an equation system complete for statistical purposes? Cowles Commission Monograph No. 10: Statistical Inference in Dynamic Economic Models, T. C. Koopmans (Ed.), New York and London 1950, pp. 393–409.

  • Koopmans, T. C., andWm. C. Hood [1953]: The estimation of simultaneous linear economic relationships. Cowles Commission Monograph No. 14: Studies in Econometric Method, Wm. C. Hood and T. C. Koopmans (Ed.), New York und London 1953, pp. 112–199.

  • Leontief, W. [1947]: Introduction to a theory of the internal structure of functional relationships. Econometrica, 15 (1947), pp. 361–373.

    Article  MathSciNet  Google Scholar 

  • Mann, H. B., andA. Wald [1943]: On the statistical treatment of linear stochastic difference equations. Econometrica, 11 (1943), pp. 173–220.

    Article  MathSciNet  MATH  Google Scholar 

  • Simon, H. A. [1953]: Causal ordering and identifiability. Cowles Commission Monograph No. 14: Studies in Econometric Method, Wm. C. Hood and T. C. Koopmans (Ed.), New York and London 1953, pp. 49–72.

  • Theil, H. [1958]: Economic forecasts and policy. Amsterdam 1958.

  • Tintner, G. [1960]: Econometrics. New York and London 1960.

  • Wold, H., andP. Faxér [1957]: On the specification error in regression analysis. Annals of Mathematical Statistics, 28 (1957), pp. 265–267.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Winckler, K. Multicollinearity and blockcollinearity — Their effects on the estimation of structural parameters in linear economic models. Statistische Hefte 11, 86–112 (1970). https://doi.org/10.1007/BF02922894

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02922894

Keywords

Navigation