The Econometrics Journal is a top international field journal for the publication of econometric research in macro-, micro- and financial econometrics. Created by the Royal Economic Society in 1998 ...

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 ...

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

This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil.

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 ...

This proof-based course focuses on an in-depth exploration of cross-sectional data environments and linear models, consolidating and building on theoretical and analytical skills learned in the Year 2 ...

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 ...

This course is an applied introduction to econometrics. The focus is on regression-based techniques and interpreting results in applied settings. The course will centre on how statistical tools can be ...