As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

Various procedures are available to test for the possibility that the disturturbance terms of a linear regression model are autocorrelated in a first order process with a constant autoregressive ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...