Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically ...

Are Machine Learning (ML) algorithms superior to traditional econometric models for GDP nowcasting in a time series setting?

The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables. For example, economists connect the ...