This note investigates the spurious regression where each of the regressand and the regressor follows a random walk with zero, nonzero local, or nonzero constant drift. In the existing literature of spurious regression, both the regressand and regressor have zero or constant drifts. We consider...

The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs e.g. in statistical...

1. Introduction 2 -- Start using Gretl and R 3 -- Basic Material 4 -- Hypothesis testing 5 -- Simple linear regression 6 -- Multiple regression 7 -- Regression using dummy variables 8 -- Non linear models 9 -- Time series analysis 10 -- Other statistical tools.