Context: USA economy Background: Its generally accepted that the growth of e commerce has certain curbing effects on the CPI-inflation. Because search costs are much lower online, people always go ...
In financial econometrics research, it is very common to investigate relationships between financial time series that take the form of daily data. The variable will often be made $I(0)$ by taking the ...
I have several questions regarding the usual gaussianity (broad normality) assumptions in econometrics. Though people often check for normality (with apparently weak tests), I've seen just one example ...