Researchers often suggest the usefulness of regression models of market response as aids to market decision making. Commonly, models which involve monthly, bimonthly, or quarterly data explicitly ...

Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and nonnegative outcomes. I argue here that much of the difficulty ...

Note that if the model includes an intercept term, the number of seasonal dummy regressors is one less than s to ensure that the linear system is full rank. The seasonal dummy variables are included ...

Regression is a statistical method that allows us to look at the relationship between two variables, while holding other factors equal.

Residual plots can be used to validate assumptions about the regression model.

Linear Regression in Finance The goal of a linear regression model is to estimate the magnitude of a relationship between variables and whether or not it is statistically significant.