Learn about asset class correlations, including definitions, types of asset classes, and measurement methods. Discover ...

When multiple variables are associated with a response, the interpretation of a prediction equation is seldom simple.

In economics, correlations are common. But identifying whether the correlation between two or more variables represents a causal relationship is rarely so easy. Countries that trade more with the rest ...

Acquire an understanding of the concepts surrounding 'collinearity'. Appreciate the indications and symptoms of collinearity in multivariable regression. Become aware of the available diagnostic tools ...

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 ...

Karl Pearson, On a New Method of Determining Correlation, when One Variable is Given by Alternative and the Other by Multiple Categories, Biometrika, Vol. 7, No. 3 (Apr., 1910), pp. 248-257 ...