Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the annual income of a person based on their sex, age, State where they live and ...

It is well known that allowing the coefficients to be time-varying in a predictive model with possibly nonstationary regressors can help to deal with instability in predictability associated with ...

This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...