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shenflow
  • Member for 4 years, 9 months
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9 votes
3 answers
651 views

Accuracy of Volatility Forecast

6 votes
1 answer
6k views

Quantile regression - "check function"

5 votes
2 answers
693 views

How are ergodicity and "weak dependence" related?

5 votes
4 answers
516 views

Comparing Coefficients of Two Time Series Models

4 votes
1 answer
166 views

How do zeroes impact regression estimates?

4 votes
1 answer
49 views

If two sample means of $X$ differ significantly and $X$ predicts $Y$, can it be inferred that the samples differ in their $Y$?

4 votes
1 answer
159 views

Probability on different time scales

3 votes
1 answer
41 views

Inference based on multiple hypothesis tests

3 votes
1 answer
206 views

Fat tails equal higher probability of non-extreme values according to Nassim Taleb?

3 votes
0 answers
52 views

Is it possible to specify different quantile regression models for each quantile?

3 votes
1 answer
678 views

How are clustered standard errors and Newey-West errors related

3 votes
2 answers
159 views

Can a variable have a significant effect on an effect that is non-significant itself?

3 votes
1 answer
248 views

Relation between OLS, MM and ML

3 votes
0 answers
61 views

Predicting the Residuals of a Forecast Model

3 votes
1 answer
3k views

What are the assumptions for applying a quantile regression model?

3 votes
1 answer
908 views

Counterintuitive Augmented Dickey Fuller test results

2 votes
0 answers
2k views

How do I check wether a time series is weakly dependent?

2 votes
0 answers
283 views

Measuring the influence on the variance of a dependent variable (OLS Model)

2 votes
0 answers
277 views

How to prove consistency of quantile regression estimators?

2 votes
1 answer
186 views

Significance Test with dichotomous variable

2 votes
1 answer
39 views

Significance of a variable - Regression Model alternatives

2 votes
1 answer
42 views

Regression of squared residuals

2 votes
2 answers
149 views

Difference between stationarity and ergodicity

2 votes
1 answer
295 views

(G)ARCH: Squared Residuals vs Absolute Residuals

2 votes
2 answers
95 views

Residual Subscript in Time Series

2 votes
1 answer
184 views

Out of sample ARCH forecast

1 vote
0 answers
106 views

Modelling the Conditional Variance in a Panel Setting

1 vote
0 answers
67 views

Relationship between Bias/Variance and Covariates in Ridge/Lasso Regression

1 vote
1 answer
138 views

Prediction of Variance vs Variance of Prediction

1 vote
2 answers
107 views

Interpretation of Model with Continuous Interaction Term