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Andrew M
  • Member for 6 years, 7 months
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5 votes

Does I(1) imply a process is cointegrated with its lag?

3 votes

How is the ARIMA model a valid approach for forecasting Economic Variables?

3 votes

Replicate Romer and Romer (2004) results

2 votes

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?

2 votes

ARIMA modelling and Economic interpretation

2 votes

Econometrics: Omitting a significant variable

2 votes
Accepted

Why the Federal Funds rate isn't detrended in a VAR model?

2 votes

Applying ensemble modelling to VAR models

1 vote

Unit root testing in Eviews

1 vote

What is an unconditional model for a time series variable?

1 vote

Books to self-study applied econometrics

1 vote

Adjusting a ratio variable to constant 2000 dollars using a deflator index

1 vote
Accepted

Taking logarithms of variables

1 vote
Accepted

Making predictions with a distributed lag model

1 vote

Interpetation of coefficent in AR(1) model

0 votes

Why can't we use $R^2$ for different dependent variables?

0 votes

How to deal with misspecification of models in Macroeconomics?