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Matt P
  • Member for 3 years, 6 months
  • Last seen more than a month ago
6 votes

Why is my p-value correlated to difference between means in two sample tests?

4 votes
Accepted

Why does $\mathrm{E}[e^{-X}] = 0$ imply $\mathrm{P}(X = \infty)=1$?

3 votes
Accepted

Cox-Stuart vs Augmented Dickey Fuller

3 votes
Accepted

Long-run variance of ARMA(p,q)

2 votes
Accepted

Parameters of ARMA model

2 votes
Accepted

Johansen test shows r=2 but 3 cointegration vectors are estimated

2 votes
Accepted

Is margins simply a probability? (STATA)

2 votes
Accepted

Vector error correction model output

2 votes

Error in Johansen procedure `ca.jo` in R: "system is computationally singular"

2 votes

Use increased R² between two linear regression models as prove for hypothesis

1 vote
Accepted

Panel VAR impulse response interpretation?

1 vote

Using predicted probabilities from logistic regression as dependent variable in a linear regression

1 vote

definition of 'sigma^2' in the output of summary(ARMA(..)) command in R

1 vote

Are all non-stationary series random walks?

1 vote
Accepted

Interaction between dependent and independent variable

1 vote
Accepted

Difference-in-difference (DD) estimator for non-discrete, longitudinal data?

0 votes
Accepted

Interpreting dummy variable interaction terms

0 votes

Log transformation of TS-stationary time series?

0 votes

Interpretation of p-values in multiple regression output

0 votes

Regression for individuals grouped using fixed effect

0 votes

Vector Autoregression - How do we choose the correct value of p?

0 votes

Measuring concentration in trading activity

0 votes
Accepted

Standard Error/Confidence Intervals for a Difference-in-differences analysis

0 votes
Accepted

Deriving the Cointegrating Equation in a VECM model

0 votes

Is the panel (PLM in R) approach appropriate when observations within panels vary in location and number between time steps?