Students of econometrics are often fascinated by the ability of linear multiple regression to estimate economic relationships. Three fundamentals of econometrics are worth remembering. • First, the ...

Tao Chen, SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS, Econometric Theory, Vol. 34, No. 1 (February 2018), pp. 228-245 ...

It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This article develops a general nonparametric framework for testing ...

Topics include: randomised experiments, programme evaluation, matching, simple and multiple regression analysis, inference, omitted variable bias, functional form specification, measurement error, ...

This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil.

A linear regression is a statistical model that attempts to show the relationship between two variables with a linear equation. A regression analysis involves graphing a line over a set of data ...

Topics include: randomised experiments, simple and multiple regression analysis, inference, omitted variable bias, functional form specification, measurement error, missing data, reverse causality, ...