Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...

Several related estimators of the parameters of a single equation of a simultaneous equation model are proposed. They are shown to be consistent and asymptotically efficient when the residual of the ...

The Journal of Energy and Development, Vol. 42, No. 1/2 (Autumn 2016 and Spring 2017), pp. 161-188 (28 pages) H. S. Houthakker, P. K. Verleger, and D. P. Sheehan, “Dynamic Demand Analysis for Gasoline ...

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...