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Richard Hardy
  • Member for 7 years, 3 months
  • Last seen this week
  • Europe
4 votes
Accepted

Many or few variables when testing for Granger causality?

4 votes
Accepted

Applying ensemble modelling to VAR models

4 votes

Expectation VS forecast

3 votes

In VAR models, do variations in the variables come solely from shocks?

3 votes

When do the sign and magnitude of coefficient of variable of interest matter if it is insignificant?

3 votes

If GOOG shares confer no voting rights, where do their value comes from?

3 votes

Structural VAR and Granger Causality

3 votes

Misspecified autoregressive models

3 votes

References for particular definitions of risk and uncertainty

2 votes

Differences between GMM and MSM?

2 votes

Annual data VS Monthly data VS Quarterly data for a VAR model

2 votes

Examples of the use of Vector Autoregressive Models

2 votes

Recommended tests do detect breaks in time series

1 vote

What type of data we use to predict volatility of an asset with GARCH or ARCH models?

1 vote

Relevance of change in Inventory in calculation of Free Cash Flow

1 vote

Corporate Finance Book Recommendations