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Plissken

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 7 months
  • 286 profile views
  • Last seen Nov 15 at 8:35

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Top posts (46) All Questions Answers | Votes Newest

12 Test for cointegration between two time series using Engle–Granger two-step method Dec 30 '14
6 Understanding fractional-differencing formula Apr 10 '15
6 How to simulate a third order AR model Apr 11 '15
5 Maximum Likelihood estimation and the Kalman filter May 29 '16
5 Can a trend stationary series be modeled with ARIMA? Jul 11 '14
4 How is this plot called? Aug 29 '16
4 Ordered Probit and categorical variables May 10 '14
4 The use of GARCH Mar 24 '15
4 Rule of thumb to rule out reverse causality in the OLS model Aug 15 '14
4 GARCH vs SV for Forecasting Aug 5 '15
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