Quadratic regression is a classical machine learning technique to predict a single numeric value. Quadratic regression is an extension of basic linear regression. Quadratic regression can deal with ...
This article evaluates the finite-sample performance of various tests for cointegration by Monte Carlo methods. The evaluation takes place within the linear quadratic model. The results indicate sharp ...
In this paper, we derive a linear-quadratic model for monetary policy analysis that is consistent with sticky prices and search and matching frictions in the labor market. We show that the ...