This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil. Due to the volatile nature of oil due to short-term speculation, ...

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...

NEW YORK--(BUSINESS WIRE)--IHS Markit (Nasdaq: INFO), a world leader in critical information, analytics and solutions, has released EViews 11, a new version of its world class software that enables ...

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 ...

We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...