In an hypothesis testing problem involving nuisance parameters for which boundedly complete sufficient statistics exist under the null hypothesis, the class of all similar regions for the problem is ...

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 ...

The economics major provides a critical examination of how the economic system works in the United States and throughout the world. The introductory courses are surveys of economic problems, policies, ...

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 ...