There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...

Linear regression is a type of data analysis that considers the linear relationship between a dependent variable and one or more independent variables. It is typically used to visually show the ...

This paper reports Monte Carlo evidence on the fixed sample size properties of adaptive maximum likelihood estimates of a linear regression. The focus is on the problem of selecting the smoothing and ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Eric's career includes extensive work in both public and corporate ...