If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

This is a preview. Log in through your library . Abstract We consider the semi-parametric regression model Y = X t β + Φ(Z) where β and Φ(·) are unknown slope coefficient vector and function, and ...

Rothenberg's (1984) Edgeworth size correction is applied to tests of linear hypotheses in the linear regression model with AR(1) errors. Previous simulation findings on the effect of autocorrelation ...