This is a preview. Log in through your library . Abstract Consider the heteroscedastic nonparametric regression model with random design Yi = f(Xi) + V1/2(Xi)εi, i = 1,2,...,n, with f(·) and V(·) α- ...

In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...