This article considers testing for first-order moving average against first-order autoregressive disturbances in the linear-regression model. Tests investigated include approximate point-optimal ...

We give sufficient conditions for strong consistency of estimators for the order of general nonstationary autoregressive models based on the minimization of an ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

This paper investigates whether classification and regression trees ensemble algorithms such as bagging, random forests and boosting improve on traditional parametric models for forecasting the equity ...