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 ...

I look at the influence of several macro variables to determine how they impact the price of the US dollar, using the trade-weighted US dollar index as a proxy. The US dollar trades off factors ...

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 ...