In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet ...

A categorical variable is defined as one that can assume only a limited number of values. For example, a person's sex is a categorical variable that can assume one of two values. Variables with levels ...

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Eric's career includes extensive work in both public and corporate ...

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 ...