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4 Questions

Score Activity Newest Views
3 votes
0 answers
61 views

Multivariable residual analysis and goodness of fit

multiple-regression interaction residuals goodness-of-fit
asked Mar 3, 2020 at 15:08
1 vote
0 answers
59 views

Covariance matrix computation VECM, Lutkepohl (2005) p.287

python estimation econometrics covariance-matrix vector-error-correction-model
asked Sep 23, 2020 at 18:25
1 vote
0 answers
71 views

What is the range of plausible values of the loading matrix (alpha) in an error correction model?

multivariate-analysis econometrics vector-autoregression cointegration vector-error-correction-model
asked Sep 28, 2020 at 17:37
0 votes
0 answers
55 views

Does the null space of the design matrix X have an interpretation in statistics?

regression multicollinearity linear-algebra efficiency
asked Sep 18, 2021 at 14:24
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