In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...

Time series regression usually involves independent variables other than a time-trend. However, the simple time-trend model is convenient for illustrating regression with autocorrelated errors, and ...

Goldilocks vs. Robin Hood: Using Shape-Constrained Regression to Evaluate U-Shaped (or Inverse U-Shaped) Theories in Data. ... The final model (“just right”) permits exactly one inflection point.