Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown

least squares;sensitivity analysis;linear regression model

On Theil's Errors

We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion.All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition would favour the recursive residuals.simulation;econometrics;statistics;comparison

Forecasting the Winner of a Tennis Match

We propose a method to forecast the winner of a tennis match, not only at the beginning of the match, but also (and in particular) during the match.The method is based on a fast and exible computer program TENNISPROB, and on a statistical analysis of a large data set from Wimbledon, both at match and at point level.forecasting;panel data;sport