linear regression is used to determine relationships between asset prices and economic data across a range of applications. For instance, it is used to determine the factor weights in the Fama-French ...

In this paper we investigate optimal prediction of the finite population regression coefficient $\beta _{N}$ under a general linear regression superpopulation model. Optimal predictors are obtained ...

Approximations are found to the joint distributions of noncircular and circular partial serial correlation coefficients calculated from residuals from regression on Fourier series. Results for ...