This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

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 ...

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 ...