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Aqqqq
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8 votes
1 answer
3k views

Instrumental variables: In which cases would the average treatment effect on the treated (ATT) and local average treatment effect (LATE) be similar?

5 votes
1 answer
272 views

When should I use classical k-means clustering and when should I use trimmed k-means clustering?

3 votes
1 answer
152 views

Why the representation in the form of $Z'X(X'X)^{-1}X'Z$ can not be simplified into $Z'Z$

3 votes
1 answer
934 views

When should I use one-sample t-test and when should I use t-test for two population means?

2 votes
3 answers
1k views

Is it possible for long-run variance to be negative or 0?

2 votes
1 answer
697 views

How to interpret mean squared error matrix in the context of multiple time series?

2 votes
1 answer
86 views

How to deal with expected value in the context of time series?

2 votes
1 answer
829 views

Consistency of an OLS estimator in time series

2 votes
1 answer
527 views

Would it be possible to have a time series which has zero-mean but is not stationary?

2 votes
1 answer
1k views

What is the power of the test if the null hypothesis is true?

2 votes
1 answer
58 views

Would serial correlation be problematic if only the regressors are serially correlated in a multiple regression model?

1 vote
1 answer
353 views

How to use gsem when the independent variables are binary?

1 vote
1 answer
52 views

What exactly is "requirements for fundamental measurement" for rasch model?

1 vote
1 answer
811 views

Should we square return to calculate ACF and PACF?

1 vote
1 answer
836 views

How to calculate estimated log-sum coefficient in the context of nested logit model in R?

1 vote
2 answers
5k views

Should I use sample standard deviation or population standard deviation in hypothesis testing?

1 vote
1 answer
83 views

How to find out the order of integration of a combination of iid random series?

1 vote
0 answers
44 views

Why is a process stable only when the cointegrating rank of its VECM equal to the dimension of its process?

1 vote
0 answers
88 views

What exactly does "local identification" mean in the context of structural VARs and VECMs?

1 vote
1 answer
3k views

What do the assumptions for 2SLS (two-stage least squares) mean in the context of instrumental variables?

1 vote
1 answer
8k views

just-identified model and over-identified model in the context of instrumental variable

1 vote
2 answers
3k views

Does the "Sig." column in the SPSS output for ANOVA

0 votes
0 answers
89 views

How to test nomological validity with lavaan?

0 votes
0 answers
20 views

How to calculate mean squared error when a process is modeled with simple brownian motion?

0 votes
1 answer
97 views

What does it mean when a variable consistently has high significance in smaller lag but low significance with bigger lag in Granger causality test?

0 votes
0 answers
718 views

How to determine the optimal lag order of asymmetric innovation for a GARCH?