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Mar
31
revised Difference between forecast and prediction?
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Aug
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comment Modeling a non-stationary bounded series
@ Alecos: to check whether the bounded series is stationary or not.
Aug
30
comment Modeling a non-stationary bounded series
The conventional unit root test is not applicable in case of bounded series : see the paper Testing for unit roots in bounded time series
Aug
17
accepted Rule of thumb to rule out reverse causality in the OLS model
Aug
17
comment Rule of thumb to rule out reverse causality in the OLS model
Thanks Dan for the answer.
Aug
15
comment Rule of thumb to rule out reverse causality in the OLS model
Thanks gmacfarlane. Are you implying that the estimated coefficient can not be used as a rule-of thumb to detect endogeneity?
Aug
15
comment Rule of thumb to rule out reverse causality in the OLS model
Thanks Dan. But, my question was not about solving the problem. My question was, whether the simple correlation or simple regression can be used as a rule-of-thumb to rule out reverse-causality.
Aug
15
revised Rule of thumb to rule out reverse causality in the OLS model
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Aug
15
asked Rule of thumb to rule out reverse causality in the OLS model
May
21
comment What is the correct procedure to choose the lag when performing Johansen cointegration test?
Have a look at: A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu: CLIVE W.J. GRANGER, BWO-NUNG HUANG, AND CHIN WEI YANG
May
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comment ARIMA model identification
Have a look at standard time series econometrics textbook like Hamilton (1994) or Enders (2005).
Apr
29
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