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20 votes

3 answers

7k views

Why does Covariance measure only Linear dependence?

asked Dec 9, 2018 at 20:11

19 votes

3 answers

2k views

What is the role, if any, of the Central Limit Theorem in Bayesian Inference?

asked Jan 10, 2023 at 13:12

18 votes

2 answers

1k views

How would econometricians answer the objections and recommendations raised by Chen and Pearl (2013)?

asked Jul 17, 2020 at 21:25

14 votes

2 answers

849 views

What guarantees the existence of a finite representation of the Wold decomposition? Mechanics and Intuition

asked Nov 29, 2018 at 23:45

12 votes

1 answer

689 views

What is B. D. Ripley's method of seeding the Mersenne-Twister RNG?

asked Oct 19, 2022 at 22:05

12 votes

4 answers

2k views

Is anything inherently random?

asked Dec 26, 2021 at 12:53

10 votes

2 answers

680 views

Why doesn't R use Inverse Transform Sampling to sample from the Exponential Distribution?

asked Sep 27, 2022 at 20:42

10 votes

7 answers

933 views

Bias-Variance tradeoff in prediction versus causal inference

asked Jun 29, 2023 at 8:16

10 votes

2 answers

948 views

Convincing Causal Analysis using a DAG and Backdoor Path Criterion

asked Jan 18, 2020 at 16:26

10 votes

2 answers

2k views

ADF test suggesting incorrectly that series is stationary

asked Aug 25, 2021 at 17:56

9 votes

2 answers

3k views

Uncorrelatedness + Joint Normality = Independence. Why? Intuition and mechanics

asked Nov 9, 2018 at 19:27

8 votes

0 answers

273 views

Time series: sample vs. population + population vs. realizations of random process

asked Nov 9, 2018 at 15:52

8 votes

3 answers

1k views

Can (some) linear regression model this (population) function accurately?

asked May 18, 2022 at 14:47

8 votes

1 answer

1k views

Controlling for a variable in OLS - Stratification and Reaggregation. Simple Example

asked Dec 7, 2018 at 1:17

7 votes

0 answers

872 views

Time series models (e.g. ARMA) a type or extension of GLM? Particular/stipulated forms of dependence in time series models

asked Dec 30, 2018 at 15:58

6 votes

1 answer

1k views

Is the Quadratic Approximation of Log-Likelihood Equivalent to the Normal Approximation of the MLE?

asked Dec 22, 2018 at 17:01

6 votes

1 answer

831 views

How is time series analysis a different problem than forecasting?

asked Dec 28, 2021 at 22:39

5 votes

1 answer

134 views

Predictive parametric models and their (unknowable?) coefficients signs

asked Apr 12, 2022 at 15:38

5 votes

2 answers

235 views

Mistake in Casella & Berger on page 207?

asked Apr 2, 2022 at 12:56

5 votes

1 answer

178 views

Why are these 2 MAGs Markov Equivalent? DAGs, MAGs, and PAGs

asked May 15 at 10:04

5 votes

2 answers

187 views

How to determine if a directed edge is visible? What does visibility tell us?

asked May 16 at 15:07

5 votes

1 answer

131 views

How to derive the joint distribution in these 3 models?

asked Mar 22, 2023 at 21:39

5 votes

1 answer

999 views

Memoryless Property of a Markov Chain of Order 1. Is AR(1) memoryless or of infinite memory?

asked Nov 9, 2018 at 17:30

5 votes

1 answer

2k views

Proof that Regression Sum of Squares and Residual Sum of Squares are independent random variables

asked Feb 19, 2021 at 4:46

5 votes

1 answer

272 views

Implications of fitting an ARIMA model with constant variance to a process with nonconstant variance

asked Sep 17, 2021 at 14:33

4 votes

0 answers

601 views

Is multicolinearity testing altogether useless if the p-value on each regressor is less than 0.01?

asked Nov 9, 2018 at 20:57

4 votes

0 answers

109 views

Thomas Sargent's intuition as to why every covariance stationary series has an infinite-order Wold representation

asked Nov 30, 2018 at 17:30

4 votes

1 answer

362 views

What does size of coefficients have to do with multicollinearity or overfitting?

asked Feb 1, 2023 at 11:11

4 votes

1 answer

108 views

The Likelihood Approach a.k.a. the 'third way' versus Bayesian

asked Jun 23, 2022 at 19:14

3 votes

1 answer

66 views

Why is the difference between 2 time series drawn from the same process not White Noise?

asked Feb 1, 2022 at 13:42

Stack Exchange Network

67 Questions

Why does Covariance measure only Linear dependence?

What is the role, if any, of the Central Limit Theorem in Bayesian Inference?

How would econometricians answer the objections and recommendations raised by Chen and Pearl (2013)?

What guarantees the existence of a finite representation of the Wold decomposition? Mechanics and Intuition

What is B. D. Ripley's method of seeding the Mersenne-Twister RNG?

Is anything inherently random?

Why doesn't R use Inverse Transform Sampling to sample from the Exponential Distribution?

Bias-Variance tradeoff in prediction versus causal inference

Convincing Causal Analysis using a DAG and Backdoor Path Criterion

ADF test suggesting incorrectly that series is stationary

Uncorrelatedness + Joint Normality = Independence. Why? Intuition and mechanics

Time series: sample vs. population + population vs. realizations of random process

Can (some) linear regression model this (population) function accurately?

Controlling for a variable in OLS - Stratification and Reaggregation. Simple Example

Time series models (e.g. ARMA) a type or extension of GLM? Particular/stipulated forms of dependence in time series models

Is the Quadratic Approximation of Log-Likelihood Equivalent to the Normal Approximation of the MLE?

How is time series analysis a different problem than forecasting?

Predictive parametric models and their (unknowable?) coefficients signs

Mistake in Casella & Berger on page 207?

Why are these 2 MAGs Markov Equivalent? DAGs, MAGs, and PAGs

How to determine if a directed edge is visible? What does visibility tell us?

How to derive the joint distribution in these 3 models?

Memoryless Property of a Markov Chain of Order 1. Is AR(1) memoryless or of infinite memory?

Proof that Regression Sum of Squares and Residual Sum of Squares are independent random variables

Implications of fitting an ARIMA model with constant variance to a process with nonconstant variance

Is multicolinearity testing altogether useless if the p-value on each regressor is less than 0.01?

Thomas Sargent's intuition as to why every covariance stationary series has an infinite-order Wold representation

What does size of coefficients have to do with multicollinearity or overfitting?

The Likelihood Approach a.k.a. the 'third way' versus Bayesian

Why is the difference between 2 time series drawn from the same process not White Noise?