Tao Chen, SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS, Econometric Theory, Vol. 34, No. 1 (February 2018), pp. 228-245 ...

Zhengyu Zhang, LOCAL PARTITIONED QUANTILE REGRESSION, Econometric Theory, Vol. 33, No. 5 (October 2017), pp. 1081-1120 ...

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...

The main tool of econometrics is the linear multiple regression model, which provides a formal approach to estimating how a change in one economic variable, the explanatory variable, affects the ...

Students of econometrics are often fascinated by the ability of linear multiple regression to estimate economic relationships. Three fundamentals of econometrics are worth remembering. • First, the ...