# Questions tagged [statistics]

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data. For data requests, use the [data-request] tag instead, or consider our sister site Open Data Stack Exchange.

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### Stochastic process difference equation: stationary distribution

How can I find the stationary distribution (as t goes to infinity) of stochastic difference equations in the form: $x_{t+1} = a*x_t + b*N(0,1)$ where N(0,1) is a standard normal pdf I have ...
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### Ttest and heteroscedasticity problem in no intercept model

I was running a t test over two regression betas with the assumption of equal variance. I know that if the condition of homoscedasticity do not hold then there are chances to have type 2 error but ...
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### Pareto curve vs Pareto chart

I was searching online for some notes on how to draw a Pareto curve on income distribution. That's when I came across Pareto chart which is a bar diagram and is used in quality control. Are these the ...
• 139
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### White versus Newey-West standard errors

could you please help me to understand when I should use either white or newey-west standard erros? I do work with time-series data. I look at both contemporaneous and intertemporal realtionships. ...
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### Test of two variance ratios being equal

Assume I have two integrated times-series A and B. I take log differences, that are stationary, and I compute the variance ratios for both time-series for several horizons k=2,...,n. Now I want to ...
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