the exact test of Fieller (1954) for a ratio of regression coefficients, or as an LM test in the spirit of Breusch and … Pagan (1980)., We show that this test has nearly correct size in non-linear regression, ARMA, GARCH, and Unobserved …

discriminant analysis and ordered and logistic regression models to unveil the determinants of the informal hiring in Turkey. It …

Beta regression - an increasingly popular approach for modeling rates and proportions - is extended in various … directions: (a) bias correction/reduction of the maximum likelihood estimator, (b) beta regression tree models by means of … recursive partitioning, (c) latent class beta regression by means of finite mixture models. All three extensions may be of …

Commonly used classification and regression tree methods like the CART algorithm are recursive partitioning methods … classification and regression trees in R. Computationally intensive tasks are fully computed in C++ while the partykit (Hothorn and …

regression (STAR) model simultaneously, modeling potentially nonlinear effects as P(enalized)-Splines and controlling for cluster …

Using quantile regression and a rich cross section data set for German manufacturing plants this paper documents that …

in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density … indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio … tests. It is demonstrated that misspecifications of forecasting models can be detected within the proposed regression …

linear estimators for a regression model with non-stochastic regressors. We consider both the rate of convergence to the true …

This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large … Bayesian regression under Gaussian prior under the assumption that data are quasi collinear to establish a criterion for …

providing a brief survey of theoretical results on estimation and hypothesis testing in regression models with infinite …-variance variables, we examine the statistical properties of the coefficient of determination in regression models with infinite … density function of this limit random variable. In an empirical application, we revisit the Fama-MacBeth two-stage regression …