Learn how ARIMA models use time series data for accurate short-term forecasting. Discover its pros, cons, and essential tips ...

Learn how to do time series regression using a neural network, with 'rolling window' data, coded from scratch, using Python.

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 ...

Currently, no similar advances in smoothed bootstraps exist for quantile regression with dependent data. To this end, we establish a smooth tapered block bootstrap procedure for approximating the ...

It is common for an applied researcher to use filtered data, like seasonally adjusted series, for instance, to estimate the parameters of a dynamic regression model. In this paper, we study the effect ...