Long-horizon predictive regressions in finance pose formidable econometric problems when estimated using available sample sizes. Hodrick in 1992 proposed a remedy that is based on running a reverse ...

What are the differences between econometrics, statistics, and machine learning? originally appeared on Quora: the place to gain and share knowledge, empowering people to learn from others and better ...

Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies ...

Climate scientists are collaborating with experts in economic theory to improve their forecasting models and assess more accurately the impact of rising atmospheric carbon dioxide levels. Although ...