Econometric Theory, Vol. 25, No. 6, Newbold Conference Special Issue (Dec., 2009), pp. 1466-1497 (32 pages) A local limit theorem is proved for sample covariances of nonstationary time series and ...

The Hausman test evaluates the potential endogeneity of a regressor by examining an artificial regression that includes the residuals from a first-stage regression of the endogenous variable on the ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

This course is compulsory on the BSc in Economic History with Economics, BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

This module introduces students to econometric analysis, through a consideration of regression models, their properties, what can go wrong, and how those problems are solved. Throughout, the module ...

For full instructions on how to apply for short courses, please contact the Centre for Flexible and Continuing Education - [email protected] The primary objective of this short course is to provide ...

An introduction to regression and predictive analysis, using real world data to provide actionable insights that aid organisational decision-making processes. The fourth number of the course code ...