Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically ...

Are Machine Learning (ML) algorithms superior to traditional econometric models for GDP nowcasting in a time series setting?

Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies ...

The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...

This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This course is compulsory on the MRes/PhD in Finance. This course is available as an outside option to students on other programmes where regulations permit. Optional on MRes/PhD Economics. The Lent ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

This course is compulsory on the BSc in Management. This course is available on the BSc in Accounting and Finance. This course is available as an outside option to students on other programmes where ...