Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon. ... Add a description, image, and links to ...

Specifying the Regression Model . Next, specify the linear regression model with a MODEL statement. ... , OLS and GLS are consistent, but OLS is inefficient. Hence, a test can be based on the result ...

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 ...

C. Kleiber, “Finite Sample Efficiency of OLS in Linear Regression Model with Long Memory Disturbances,” Economic Letters, Vol. 72, No. 2, 2001, pp.131-136. has been cited by the following article: ...

This is a simple Excel file that explains thoroughly, all the steps to a Simple Linear Regression model via the OLS method. I use basic excel commands for matrix multiplication and matrix inversion.