Economics
user avatar
user avatar
user avatar
Andrew M
  • Member for 6 years, 6 months
  • Last seen more than a month ago
Profile Activity
Stats
426
reputation
4k
reached
17
answers
0
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
8
bronze badges
Top tags
View all tags
20
Score
14
Posts
82
Posts %
16
Score
9
Posts
53
Posts %
12
Score
7
Posts
41
Posts %
5
Score
3
Posts
18
Posts %
5
Score
2
Posts
12
Posts %
5
Score
1
Posts
6
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
5
Does I(1) imply a process is cointegrated with its lag?
Aug 14, 2021
answer
3
How is the ARIMA model a valid approach for forecasting Economic Variables?
Nov 2, 2017
answer
3
Replicate Romer and Romer (2004) results
Nov 13, 2016
answer
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, 2016
answer
2
ARIMA modelling and Economic interpretation
Nov 27, 2017
answer
2
Econometrics: Omitting a significant variable
Apr 19, 2018
answer
2
Why the Federal Funds rate isn't detrended in a VAR model?
Nov 16, 2020
answer
2
Applying ensemble modelling to VAR models
Dec 22, 2020
answer
1
Unit root testing in Eviews
Apr 23, 2020
answer
1
What is an unconditional model for a time series variable?
Sep 20, 2018

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.