Economics
Andrew M's user avatar
Andrew M's user avatar
Andrew M's user avatar
Andrew M
  • Member for 7 years, 11 months
  • Last seen more than 1 year ago
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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

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