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Minimum area confidence set optimality for confidence bands in simple linear regression

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A new application of exact nonparametric methods to long-horizon predictability tests

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Multiple comparison of several linear regression models

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Incorrect Inferences When Using Residuals as Dependent Variables

Chen, Wei - 2017

We analyze a procedure common in empirical accounting and finance research where researchers use ordinary least squares to decompose a dependent variable into its predicted and residual components and use the residuals as the dependent variable in a second regression. This two-step procedure is...

Persistent link: https://www.econbiz.de/10012971849

Uncertain SEIAR model for COVID-19 cases in China

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Incorrect Inferences When Using Residuals as Dependent Variables

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On the use of residuals as dependent variables

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Standard error biases when using generated regressors in accounting research

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Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

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