The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research, the journal ...

Discover how to calculate variable overhead spending variance, its impact on costs, and examples of favorable vs. unfavorable ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...

Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied ...

To investigate the magnitude and relative contribution of different sources of measurement errors present in the estimation of food intake via the 24-h recall technique. We applied variance ...