Please note: This item is from our archives and was published in 2021. It is provided for historical reference. The content may be out of date and links may no longer function. When teaching cost ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

We consider likelihood ratio tests to detect a change-point in simple linear regression (a) when the alternative specifies that only the intercept changes and (b) when the alternative permits the ...