This is a preview. Log in through your library . Abstract This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful ...

Discover how econometricians use math and statistics to analyze and predict economic trends, serving in finance and academia ...

In this paper, we consider a nonparametric model with a time-varying regression function and locally stationary regressors. We are interested in the question whether the regression function has the ...

The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...

This course is compulsory on the MSc in Finance and Economics and MSc in Finance and Economics (Work Placement Pathway). This course is not available as an outside option to students on other ...

Regression analysis refers to a method of mathematically sorting out which variables may have an impact. The importance of regression analysis for a small business is that it helps determine which ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Eric's career includes extensive work in both public and corporate ...