<p> </p><p>A Predictive Approach to Model Selection and Multicollinearity</p><p>Edward Greenberg; Robert P. Parks</p><p>Journal of Applied Econometrics, Vol. 12, No. 1. (Jan. - Feb., 1997), pp. 67-75.</p><p>  </p><p>Meaningful Multicollinearity Measures</p><p>Andrew R. Willan; Donald G. Watts</p><p>Technometrics, Vol. 20, No. 4, Part 1. (Nov., 1978), pp. 407-412.</p><p>  </p><p>Multicollinearity: A Bayesian Interpretation</p><p>Edward E. Leamer</p><p>The Review of Economics and Statistics, Vol. 55, No. 3. (Aug., 1973), pp. 371-380.</p><p>  </p><p>Multicollinearity and Imprecise Estimation</p><p>S. D. Silvey</p><p>Journal of the Royal Statistical Society. Series B (Methodological), Vol. 31, No. 3. (1969), pp. 539-552.</p><p>  </p><p>Multicollinearity and the Mean Square Error of Alternative Estimators</p><p>Martin S. Feldstein</p><p>Econometrica, Vol. 41, No. 2. (Mar., 1973), pp. 337-346.</p><p>  </p><p>A Simulation Study of Effects of Multicollinearity and Autocorrelation on Estimates of Parameters</p><p>William A. Schink; John S. Y. Chiu</p><p>The Journal of Financial and Quantitative Analysis, Vol. 1, No. 2. (Jun., 1966), pp. 36-67.</p><p>  </p><p>Singularity in the Equation Systems of Econometrics: Some Aspects of the Problem of<br/>     Multicollinearity</p><p>L. R. Klein; Mitsugu Nakamura</p><p>International Economic Review, Vol. 3, No. 3. (Sep., 1962), pp. 274-299.</p><p>  </p><p>Ridge Regression as a Technique for Analyzing Models with Multicollinearity</p><p>Jeannie S. Kidwell; Lynn Harrington Brown</p><p>Journal of Marriage and the Family, Vol. 44, No. 2. (May, 1982), pp. 287-299.</p><p>  </p><p>Multicollinearity caused by Specification Errors</p><p>Mark Z. Fabrycy</p><p>Applied Statistics, Vol. 24, No. 2. (1975), pp. 250-254.</p><p>  </p><p>多重共线性是指在单一方程多元线性回归模型中若模型中的解释变量之间的依存关系是线性的即为多重共线性.它的存在会使回归系数（参数）的估计发生困难导致最小二乘法失效。多重共线性存在是我们求出的回归系数的符号及其数值理理论不一致的主要原因。</p><p>  </p><p>  </p><p>【典藏下载系列2】世界顶尖计量经济学著作集锦:</p><p>  </p><p>http://www.pinggu.org/bbs/thread-257614-1-1.html </p>

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