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Andrew M

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 1 month
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  • Last seen Feb 17 at 0:41

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3 How is the ARIMA model a valid approach for forecasting Economic Variables? Nov 2 '17
3 Replicate Romer and Romer (2004) results Nov 13 '16
2 Applying ensemble modelling to VAR models Dec 22 '20
2 Why the Federal Funds rate isn't detrended in a VAR model? Nov 16 '20
2 Econometrics: Omitting a significant variable Apr 19 '18
2 ARIMA modelling and Economic interpretation Nov 27 '17
2 What is the reason why ARIMA(0,1,0) on $y_t$ and ARIMA(0,0,0) on diff($y_t$) are not identical time-series models? Mar 10 '16
1 Unit root testing in Eviews Apr 23 '20
1 What is an unconditional model for a time series variable? Sep 20 '18
1 Interpetation of coefficent in AR(1) model Jul 1 '17
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