In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...

The main tool of econometrics is the linear multiple regression model, which provides a formal approach to estimating how a change in one economic variable, the explanatory variable, affects the ...

When multiple variables are associated with a response, the interpretation of a prediction equation is seldom simple.

Simple and Multiple Regression; Hypothesis Testing; Mechanics and Limitations of OLS; Causality; Natural, Field and Laboratory Experiments. Panel Data and Fixed Effect Models. Instrumental Variables ...

Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.

We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression framework that allows for both fixed design and random design coefficient variation.