User Richard Hardy

5 votes

Econometrics blogs (after Econometrics Beat has been closed)

answered Dec 7, 2022 at 16:03

5 votes

Accepted

Are there terms to separate two different notions of percentage increase?

answered Mar 24 at 15:57

4 votes

Accepted

Many or few variables when testing for Granger causality?

answered Dec 22, 2020 at 11:35

4 votes

Accepted

Applying ensemble modelling to VAR models

answered Dec 22, 2020 at 11:48

4 votes

Expectation VS forecast

answered Jan 13, 2022 at 16:30

4 votes

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

answered Mar 19, 2022 at 7:09

4 votes

Accepted

Modigliani & Miller with taxes: how is this equation derived?

answered Aug 25, 2022 at 16:34

3 votes

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

answered Jun 29, 2021 at 12:05

3 votes

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

answered Oct 23, 2021 at 13:24

3 votes

Structural VAR and Granger Causality

answered Jan 17, 2018 at 17:49

3 votes

Misspecified autoregressive models

answered Jan 17, 2018 at 18:10

3 votes

References for particular definitions of risk and uncertainty

answered Jun 12, 2018 at 7:49

3 votes

What are some good general economic journals to keep up with the literature in various fields?

answered Oct 19 at 6:21

2 votes

Recommended tests do detect breaks in time series

answered Oct 17, 2016 at 19:26

2 votes

Accepted

How to calculate returns for other frequencies?

answered Jul 24 at 11:59

2 votes

Differences between GMM and MSM?

answered Feb 26, 2018 at 17:51

2 votes

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

answered Jan 21, 2021 at 11:13

2 votes

Examples of the use of Vector Autoregressive Models

answered Apr 30, 2021 at 20:10

1 vote

Relevance of change in Inventory in calculation of Free Cash Flow

answered May 15, 2019 at 12:46

1 vote

Corporate Finance Book Recommendations

answered Nov 23, 2020 at 7:56

1 vote

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

answered Feb 10, 2022 at 10:42

1 vote

Does a private company that is 100% financed by a bank loan have a WACC equal to the interest rate?

answered Oct 15, 2022 at 13:31

1 vote

Machine learning and Inflation forecasting

answered Oct 22, 2022 at 7:25

1 vote

Heterogeneity of time invariant characteristic in event study model

answered Nov 6, 2022 at 10:39

1 vote

expected rate of return vs required rate of return in asset pricing

answered Dec 6, 2022 at 17:54

1 vote

Accepted

Ruling out corner solution in portfolio maximization problem

answered Feb 3 at 21:03

1 vote

Applied financial econometrics textbook

answered Feb 22 at 9:08

1 vote

Accepted

Assumptions of Logistic Regression Cathegorical predictors only

answered Mar 6 at 13:10

0 votes

Effect of tax on required return on debt (and equity)

answered Oct 27, 2022 at 10:38

0 votes

Impact of the corporate tax rate on the cost of equity (Modigliani & Miller Proposition II)

answered Nov 3, 2022 at 11:00

Stack Exchange Network

30 Answers

Econometrics blogs (after Econometrics Beat has been closed)

Are there terms to separate two different notions of percentage increase?

Many or few variables when testing for Granger causality?

Applying ensemble modelling to VAR models

Expectation VS forecast

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

Modigliani & Miller with taxes: how is this equation derived?

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

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

Structural VAR and Granger Causality

Misspecified autoregressive models

References for particular definitions of risk and uncertainty

What are some good general economic journals to keep up with the literature in various fields?

Recommended tests do detect breaks in time series

How to calculate returns for other frequencies?

Differences between GMM and MSM?

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

Examples of the use of Vector Autoregressive Models

Relevance of change in Inventory in calculation of Free Cash Flow

Corporate Finance Book Recommendations

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

Does a private company that is 100% financed by a bank loan have a WACC equal to the interest rate?

Machine learning and Inflation forecasting

Heterogeneity of time invariant characteristic in event study model

expected rate of return vs required rate of return in asset pricing

Ruling out corner solution in portfolio maximization problem

Applied financial econometrics textbook

Assumptions of Logistic Regression Cathegorical predictors only

Effect of tax on required return on debt (and equity)

Impact of the corporate tax rate on the cost of equity (Modigliani & Miller Proposition II)