Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically ...

The paper is concerned with parametric models for populations of curves; i. e. models of the form $y_{i}(x)=f(\boldsymbol{\theta}_{\mathbf{\mathit{i}}};x)$ + error, i ...

This example shows how to build a menu system that enables you to perform nonlinear regression from a menu. Six modules are stored on an IML storage disk. After you have stored them, use this example ...