2 papers
stat.AP2024
Enlarging of the sample to address multicollinearity
Román Salmerón Gómez, Catalina GarcÃa GarcÃa, Ainara RodrÃguez Sánchez
The paper analyzes how the enlarging of the sample affects to the mitigation of collinearity concluding that it may mitigate the consequences of collinearity related to statistical…
stat.AP2024
Inestability presented in the estimating of the Nelson-Siegel-Svensson model
Ainara RodrÃguez-Sánchez
The literature shows the possible existence of a problem called collinearity in both Nelson-Siegel and Nelson-Siegel-Svensson models due to the relationship between the slope and c…