It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This article develops a general nonparametric framework for testing ...

Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research, the journal ...

The main tool of econometrics is the linear multiple regression model, which provides a formal approach to estimating how a change in one economic variable, the explanatory variable, affects the ...

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...

Students of econometrics are often fascinated by the ability of linear multiple regression to estimate economic relationships. Three fundamentals of econometrics are worth remembering. • First, the ...

Instrumental Variables Regression. The main aim of this course is to provide a thorough understanding of the quantitative techniques which guide evidence-based managerial decision-making. It seeks to ...