JSTOR Daily

Maximum likelihood estimation of a generalized threshold stochastic regression model

There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...
JSTOR Daily

Generalized and Feasible Generalized Median Estimators for the Linear Regression with AR(1) Error Model

The generalized least squares estimator (GLSE) and the feasible generalized least squares estimator (FGLSE) are, separately, extended to the generalized and the ...
CBS

Variance of the generalized regression estimator under measurement error

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...
Investopedia

Nonlinear vs. Linear Regression: Key Differences Explained

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...