Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

To find approximations for bias, variance and mean-squared error of least-squares estimators for all coefficients in a linear dynamic regression model with a unit ...

Let y = βT x + ∈ denote the intrinsic relation between the response y and a covariate vector x, where ∈ represents an unobservable random variable. A truncated regression model assumes the existence ...