Economics
Andrew M
  • Member for 6 years
  • Last seen more than a month ago
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All Questions Answers
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5
Does I(1) imply a process is cointegrated with its lag?
Aug 14 '21
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

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