The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 22, No. 2 (Jun., 1994), pp. 219-231 (13 pages) We consider the problem of robust M-estimation of a vector of regression ...

Asymptotic theory for heteroskedasticity autocorrelation consistent (HAC) covariance matrix estimators requires the truncation lag, or bandwidth, to increase more slowly than the sample size. This ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...