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shenflow

Grad student in Finance.

Interested in statistics, economics, finance and mathematics.

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  • Member for 2 years, 8 months
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  • Last seen Jul 6 at 11:11

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5 Quantile regression - “check function” Jan 6 '18
4 Comparing Coefficients of Two Time Series Models Apr 16
3 How are ergodicity and “weak dependence” related? Jan 25 '18
2 How to prove consistency of quantile regression estimators? Jan 23 '18
2 What are the assumptions for applying a quantile regression model? Dec 31 '17
2 Counterintuitive Augmented Dickey Fuller test results Nov 22 '17
2 Can a variable have a significant effect on an effect that is non-significant itself? Jun 1
1 How to interpret serial autocorrelations and AR models Jan 26 '18
1 How do I check wether a time series is weakly dependent? Dec 17 '17
1 Breusch-Godfrey test in the presence of heteroscedastic residuals Dec 31 '17
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