%0 Journal Article %1 Spanos2002 %A Spanos, Aris %A McGuirk, Anya %D 2002 %J Journal of Econometrics %K Statistical parameterization %N 2 %P 365--393 %T The problem of near-multicollinearity revisited: erratic vs systematic volatility %U http://www.sciencedirect.com/science/article/B6VC0-44VG540-4/2/15b90d31b67f455d77c109d29582afbf %V 108

@article{Spanos2002, added-at = {2008-04-21T22:02:42.000+0200}, author = {Spanos, Aris and McGuirk, Anya}, biburl = {https://www.bibsonomy.org/bibtex/2cac4aa70160259cbe901c482ede1fe18/smicha}, description = {Journal of Econometrics}, interhash = {b50943c6d49fd94419aa68b66783c4e7}, intrahash = {cac4aa70160259cbe901c482ede1fe18}, journal = {Journal of Econometrics}, keywords = {Statistical parameterization}, month = Jun, number = 2, pages = {365--393}, timestamp = {2008-04-21T22:04:41.000+0200}, title = {The problem of near-multicollinearity revisited: erratic vs systematic volatility}, url = {http://www.sciencedirect.com/science/article/B6VC0-44VG540-4/2/15b90d31b67f455d77c109d29582afbf}, volume = 108, year = 2002 }