Econometrics is the application of statistical and mathematical models to economic data to test hypotheses and predict future trends.

The empirical model may also be used to construct a way to forecast the dependent variable, potentially helping policymakers make decisions about changes in monetary and/or fiscal policy to keep the ...

The empirical model may also be used to construct a way to forecast the dependent variable, potentially helping policymakers make decisions about changes in monetary and/or fiscal policy to keep the ...

The linear multiple regression model is analyzed assuming the error vector has a multivariate Student-t distribution with zero location vector and scalar dispersion ...

In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...