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 ...

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 ...

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 ...

Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically ...

This course is an applied introduction to econometrics. The focus is on regression-based techniques and interpreting results in applied settings. The course will centre on how statistical tools can be ...

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 ...