Diagnosing and correcting the effects of multicollinearity: Bayesian implications of ridge regression

Ridge Regression: Biased Estimation for Nonorthogonal Problems

Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 8.9K citations

Computing, Biostatistics, Econometrics +15

Ridge Regression: Biased Estimation for Nonorthogonal Problems

Arthur E. Hoerl, Robert W. Kennard · Technometrics · 2000 · 6.6K citations

Computing, Biostatistics, Econometrics +15

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Social Sciences, Business Economics, Economics +10

The Bayesian Lasso

Trevor Park, George Casella · Journal of the American Statistical Association · 2008 · 3K citations

Business, Biostatistics, Bayesian Biostatistics +16

An Introduction to Bayesian Inference in Econometrics.

J. D. Sargan, Arnold Zellner · Journal of the Royal Statistical Society Series A (General) · 1974 · 2K citations

Natural Sciences, Economics, Bayesian Data Analysis +11