In this article, a summary of some research bearing on the statistical analysis of econometric models is reviewed. Many estimation, testing, and prediction techniques used in econometrics have just ...

Checking parameter stability of econometric models is a long-standing problem. Almost all existing structural change tests in econometrics are designed to detect abrupt breaks. Little attention has ...

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

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 ...

Topics include: randomised experiments, programme evaluation, matching, simple and multiple regression analysis, inference, omitted variable bias, functional form specification, measurement error, ...

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 ...