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Candamir

Fascinated by the final frontier

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  • Member for 1 year, 9 months
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Top posts (18) All Questions Answers | Votes Newest

14 Comparison between Newey-West (1987) and Hansen-Hodrick (1980) Nov 6 '17
9 What is the difference between a Spine, Register, and Index? Nov 10 '17
6 Identifying a $\min\{x_1,x_2\}$ in a regression Nov 16 '17
4 How to determine the appropriate number of lags when using Newey-West (or HAC) standard errors Nov 6 '17
3 Is there a way to calculate R-squared in OLS without computing the coefficients? Nov 2 '17
3 Autocorrelation of concatenated independent AR(1) processes Nov 16 '17
3 What is the rate of convergence of the observed autocorrelation? Nov 18 '17
2 Derivation of prediction interval when regressand is in log form Jan 2 '18
2 Breusch-Godfrey Test and the length of the lag, p Nov 2 '17
2 Breusch–Godfrey test under heteroskedasticity Nov 2 '17
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