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

The Econometrics Journal is a top international field journal for the publication of econometric research in macro-, micro- and financial econometrics. Created by the Royal Economic Society in 1998 ...

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 ...

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

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 ...

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 ...

An introduction to regression and predictive analysis, using real world data to provide actionable insights that aid organisational decision-making processes.