Correlation coefficients range from -1 to +1, indicating the strength of relationships between variables. Investors use correlation coefficients for portfolio diversification to reduce risk.
The efficiency gain of seemingly unrelated regression (SUR) relative to OLS is a decreasing function of correlation of variables across equations. This article examines the efficiency gain for an ...
A procedure is described for estimating the correlation between two variables that, individually, can only be observed through destructive testing. The procedure involves proof loading a unit in one ...
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