Categorical-or qualitative-time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the ...

As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower ...