This paper enlarges on results of Wan and Zou [Journal of Econometrics 114 (2003), 165–96] on the choice of critical values for pre-test procedures based on the minimum risk criterion. We consider a ...

If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

This course is compulsory on the BSc in Econometrics and Mathematical Economics and BSc in Economics. This course is not available as an outside option nor to General Course students. Students must ...

This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with ...