Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

Modern exploratory data analysis produces models that are not based on physical theory but that are consistent with pictures of the data. When both X and Y have error ...

When estimating the seemingly unrelated regression (SUR) model in small samples, the bootstrap feasible generalized least-squares (FGLS) covariance estimator has been widely advocated as less biased ...

Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient. Various authors have demonstrated that estimates of the Gini coefficient can be obtained from a ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...