Kao, C. (1999). Spurious Regression and Residual-Based Tests for Cointegration in Panel Data. Journal of Econometrics, 90, 1-44.

Improved Most Likely Heteroscedastic Gaussian Process Regression via Bayesian Residual Moment Estimator This paper proposes an improved most likely heteroscedastic Gaussian process (MLHGP) algorithm ...

A new methodology for assessing property-liability insurer financial strength is suggested in this paper. The procedure involves using regression analysis to estimate the relationship between ...

Variance is a measurement of the spread between numbers in a data set. Investors use the variance equation to evaluate a portfolio’s asset allocation.