The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...
In this paper, we introduce a new identification and estimation strategy for partially linear regression models with a general form of unknown heteroscedasticity, that is, Y = X'β₀ + m(Z) + U and U = ...
Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...
Rothenberg's (1984) Edgeworth size correction is applied to tests of linear hypotheses in the linear regression model with AR(1) errors. Previous simulation findings on the effect of autocorrelation ...
This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with ...
This course is compulsory on the MSc in Econometrics and Mathematical Economics. This course is available on the MRes in Economics, MRes in Economics and Management, MRes in Management (Marketing) and ...