Richard Hardy

Member for 8 years, 7 months
Last seen this week

Europe

Summary

Reputation

61,104

61.1k
46k
30.8k

2020
2021
2022
2023

Next tag badge

99/100 score

56/20 answers

Badges

12

114

237

Newest

vector-error-correction-model

Next badge

378/500

Illuminator

Answers

View all 1,468 answers

Score Activity Newest

40

Is 50% 100% higher than 25% or is it 25% higher than 25%?

Feb 16, 2017

36

Is an overfitted model necessarily useless?

May 11, 2017

28

AIC versus Likelihood Ratio Test in Model Variable Selection

Feb 27, 2016

21

Interpretation of LASSO regression coefficients

Jul 27, 2016

21

Lasso vs. adaptive Lasso

Aug 25, 2016

Questions

View all 255 questions

Score Activity Newest Views

42

Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey

Apr 23, 2015

34

Interpretation of mean absolute scaled error (MASE)

Nov 17, 2014

32

AIC versus cross validation in time series: the small sample case

Feb 25, 2015

32

Can overfitting and underfitting occur simultaneously?

Sep 21, 2020

31

What is the oracle property of an estimator?

Aug 10, 2016

Tags

View all 429 tags

time-series

1,386

Score

704

posts

arima

599

Score

286

posts

r

523

Score

264

posts

garch

501

Score

350

posts

forecasting

455

Score

236

posts

Reputation

+10

Minimal sample size for Granger causality testing with quarterly macroeconomic data

+10

Difference between Granger causality and VAR(1)?

+10

Granger causality to measure causality strength

+10

What is the speed of adjustment for two cointegrating vectors?

Badges

View all badges

12

gold badges

time-series

May 18, 2021
Socratic

Oct 4, 2019
Unsung Hero

Jun 13, 2015

114

silver badges

garch

May 24, 2021
forecasting

May 4
arima

Sep 26, 2020

237

bronze badges

cointegration

Dec 14, 2017
vector-autoregression

Feb 1, 2021
augmented-dickey-fuller

Aug 28, 2021

Accounts

View all 80 accounts

Cross Validated

61.1k
12
114
237

Quantitative Finance

2,287
15
30

2,131
11
27

630
7
17

377
6
20

Active bounties (0)

Active Offered Earned

This user has no active bounties

Votes cast

5,356

upvotes

133

downvotes

3,254

question votes

2,235

answer votes

23

this month

2

this week