In this article, you'll learn the basics of simple linear regression, sometimes called 'ordinary least squares' or OLS regression —a tool commonly used in forecasting and financial analysis. We ...

Despite the availability of more sophisticated methods, a popular way to estimate a Pareto exponent is still to run an OLS regression: log (Rank) = a - b log (Size), and take b as an estimate of the ...

Robert F. Engle, Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, Vol. 50, No. 4 (Jul., 1982 ...