Traditional econometric models assume a constant one-period forecast variance. To generalize this implausible assumption, a new class of stochastic processes called autoregressive conditional ...

This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil.

Trygve Haavelmo was awarded the 1989 Alfred Nobel Memorial Prize for Economic Science for his introduction of the probability approach to econometrics. This paper gives some background to Haavelmo's ...

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 ...

The paper suggests an econometric methodology for testing the effectiveness of reforms implemented in one major step, i.e., discrete reforms. The methodology is based on the exogeneity properties of ...

It proceeds with statistical inference and the trinity of classical testing (Wald, Likelihood Ratio, and Lagrange Multiplier). It then discusses the classical linear regression model and commences the ...

An introduction to econometric theory & techniques, especially linear regression analysis, hypothesis testing & application with financial time series Part-time Short course module Study in Belfast ...

Using a credit scoring dataset provided by a fintech firm listed on Nasdaq, our econometric analysis reveals that consumers' opinion risk constructs extracted from their multimodal social media posts ...