(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
I just love Dick Startz's "byline" on the EViews 9 Beta Forum:
"Non-normality and collinearity are NOT problems!"
Why do I like it so much? Regarding "normality", see here, and here. As for "collinearity": see here, here, here, and here
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
