Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

This paper provides ANOVA inference for nonparametric local polynomial regression (LPR) in analogy with ANOVA tools for the classical linear regression model. A surprisingly simple and exact local ...

The linear model with classical measurement error is an alternative to the standard regression model, in which it is assumed that the independent variables are ...