This paper considers predictive regressions, where y_t is predicted by all p lags of x, here with x being autoregressive of order q, PR(p,q). The literature considers model properties in the cases where p=q. We demonstrate that the current augmented regression method can still reduce the bias in...

Catalytic ozonation is an effective technology widely used in advanced treatment to remove refractory organics from wastewater. Meanwhile, it is also a highly energy-consuming technology, usually accounting for 30%~40% of the total electricity consumption of a wastewater treatment plant (WWTP)....

Forecasting stock market movements is a challenging task from the practitioners' point of view. We explore how model selection via the least absolute shrinkage and selection operator (LASSO) approach can be better used to forecast stock closing prices using real-world datasets of daily stock...

This thesis aims to contribute to monetary policy studies by conducting fundamental research and gathering empirical evidence on the effectiveness of monetary policy in the U.S., U.K., Germany and Japan. The financial crisis in 2007/08 highlighted the weakness of using nominal interest rates as...