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 ...

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 ...

The main tool of econometrics is the linear multiple regression model, which provides a formal approach to estimating how a change in one economic variable, the explanatory variable, affects the ...

Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically ...

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 ...

This course is compulsory on the MRes/PhD in Finance. This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option.