This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

The Review of Economics and Statistics is an 84-year old general journal of applied (especially quantitative) economics. Edited at Harvard University's Kennedy School of Government, The Review has ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

This course is compulsory on the BSc in Econometrics and Mathematical Economics and BSc in Economics. This course is not available as an outside option nor to General Course students. Students must ...

This course is available on the BSc in Actuarial Science, BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and ...