International Monetary Fund

GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms: Simulation and Case Studies

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

Estimating Time-Varying Parameters in Linear Regression Models Using A Two-Part Decomposition of the Optimal Control Formulation

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 3 (Dec., 2000), pp. 433-447 (15 pages) This paper discusses an econometric technique based on optimal control theory which ...
Nature

Estimation Techniques in Linear Regression Models

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 ...
JSTOR Daily

Estimation of Linear Functional Relationships: Approximate Distributions and Connections with Simultaneous Equations in Econometrics

When both variables are subject to error, a straight line may be fitted by minimizing the sum of squared distances of the observed points to the line. Approximate distributions of the slope of this ...
Investopedia

Hedonic Regression

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Suzanne is a content marketer, writer, and ...