This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This is a preview. Log in through your library . Abstract In many applications of instrumental-variables regression, researchers seek to defend the plausibility of a ...

We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...