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 ...

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 ...

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 ...

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

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 ...

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 ...