In finance, linear regression is used to determine relationships between asset prices and economic data across a range of applications. For instance, it is used to determine the factor weights in the ...

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 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 ...

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 ...