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9 votes
3 answers
4k views

Is there formal test of non-linearity in linear regression?

4 votes
2 answers
282 views

When are linear (OLS) models valid when variables are nested

3 votes
1 answer
210 views

What are the differences between long and short term impacts in ARDL model?

3 votes
2 answers
102 views

What if your original model suggest p or q beyond 2

3 votes
1 answer
62 views

Does this violate the assumption of independence for regression

3 votes
1 answer
49 views

tests that rely on residuals

2 votes
0 answers
53 views

Spurious regression

2 votes
1 answer
50 views

Is there a way to know X is really causing Y?

2 votes
1 answer
412 views

Stochastic versus deterministic time series

2 votes
2 answers
166 views

bounds test for cointegration (Pesaran ardl)

1 vote
0 answers
74 views

bounds testing (Pesaran, Shin, and Smith)

1 vote
0 answers
33 views

Knowing when the variance in a time series is changing

1 vote
1 answer
31 views

Deciding what interactions to leave in a model

1 vote
0 answers
844 views

Regression with non-stationary data

1 vote
0 answers
37 views

General time series questions

1 vote
1 answer
180 views

Regression variables integrated of a different order

1 vote
0 answers
199 views

Do vector autoregressive models require stationarity?

1 vote
1 answer
273 views

When is it valid to use lasso and adaptive lasso

1 vote
0 answers
14 views

Dealing with variable(s) left out of the model

1 vote
0 answers
56 views

What to do about spurious regression

1 vote
0 answers
50 views

Detecting Non-linearity in large data sets

1 vote
1 answer
32 views

Unit (geographic unit)

1 vote
1 answer
351 views

Categorical variable more than two levels

1 vote
0 answers
125 views

Good books on autoregressive distributed lags (ARDL)

0 votes
0 answers
23 views

Should you aggregate your data

0 votes
0 answers
18 views

Relative impact of dummy predictor in logistic regression

0 votes
0 answers
18 views

Test for heterogeneity of data in regression

0 votes
0 answers
22 views

Lasso versus adaptive lasso

0 votes
0 answers
25 views

Use of median rather than individual data

0 votes
0 answers
30 views

I have spending predictors and most spend nothing