A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its ...

https://doi.org/10.2307/1183011 • https://www.jstor.org/stable/1183011 Copy URL The author attempts to rectify the unsatisfactory textbook treatment of the finite ...

A key challenge for monetary policymakers is to predict where inflation is headed. One promising approach involves modifying a typical Phillips curve predictive regression to include an interaction ...

Dr. James McCaffrey presents a complete end-to-end demonstration of the kernel ridge regression technique to predict a single ...