User user54285

9 votes

3 answers

4k views

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

regression diagnostic

asked May 1, 2019 at 0:59

4 votes

2 answers

282 views

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

regression

asked Nov 19, 2019 at 1:50

3 votes

1 answer

210 views

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

time-series

asked Aug 7, 2020 at 18:05

3 votes

2 answers

102 views

What if your original model suggest p or q beyond 2

time-series arima

asked Apr 29, 2019 at 19:22

3 votes

1 answer

62 views

Does this violate the assumption of independence for regression

regression many-categories

asked Jun 30, 2020 at 0:29

3 votes

1 answer

49 views

tests that rely on residuals

regression

asked Aug 25, 2020 at 15:27

2 votes

0 answers

53 views

Spurious regression

regression time-series spurious-correlation

asked Jul 20, 2020 at 18:28

2 votes

1 answer

50 views

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

regression causality

asked Sep 16, 2021 at 21:38

2 votes

1 answer

412 views

Stochastic versus deterministic time series

time-series

asked Apr 28, 2019 at 20:29

2 votes

2 answers

166 views

bounds test for cointegration (Pesaran ardl)

time-series

asked Aug 12, 2020 at 19:48

1 vote

0 answers

74 views

bounds testing (Pesaran, Shin, and Smith)

time-series cointegration

asked Aug 14, 2020 at 19:47

1 vote

0 answers

33 views

Knowing when the variance in a time series is changing

time-series heteroscedasticity

asked Aug 19, 2020 at 15:59

1 vote

1 answer

31 views

Deciding what interactions to leave in a model

regression

asked Apr 30, 2019 at 2:17

1 vote

0 answers

844 views

Regression with non-stationary data

time-series stationarity cointegration

asked Feb 22, 2019 at 23:54

1 vote

0 answers

37 views

General time series questions

regression time-series modeling

asked Feb 24, 2019 at 21:45

1 vote

1 answer

180 views

Regression variables integrated of a different order

time-series

asked Mar 15, 2019 at 22:57

1 vote

0 answers

199 views

Do vector autoregressive models require stationarity?

time-series vector-autoregression

asked Mar 27, 2019 at 0:06

1 vote

1 answer

273 views

When is it valid to use lasso and adaptive lasso

regression lasso sas

asked Sep 20, 2021 at 19:27

1 vote

0 answers

14 views

Dealing with variable(s) left out of the model

regression

asked Nov 4, 2021 at 19:28

1 vote

0 answers

56 views

What to do about spurious regression

time-series spurious-correlation

asked Jul 30, 2020 at 22:10

1 vote

0 answers

50 views

Detecting Non-linearity in large data sets

regression residuals large-data diagnostic exploratory-data-analysis

asked Nov 12, 2020 at 20:49

1 vote

1 answer

32 views

Unit (geographic unit)

regression modeling

asked Mar 22, 2021 at 23:21

1 vote

1 answer

351 views

Categorical variable more than two levels

regression categorical-encoding contrasts

asked Mar 26, 2021 at 0:07

1 vote

0 answers

125 views

Good books on autoregressive distributed lags (ARDL)

forecasting references ardl

asked Apr 13, 2021 at 2:58

0 votes

0 answers

23 views

Should you aggregate your data

regression

asked May 10, 2021 at 20:36

0 votes

0 answers

18 views

Relative impact of dummy predictor in logistic regression

regression logistic categorical-encoding importance

asked Sep 14, 2021 at 17:40

0 votes

0 answers

18 views

Test for heterogeneity of data in regression

regression

asked Mar 12, 2021 at 0:19

0 votes

0 answers

22 views

Lasso versus adaptive lasso

regression

asked Sep 19, 2021 at 2:17

0 votes

0 answers

25 views

Use of median rather than individual data

regression econometrics median

asked Apr 11, 2019 at 0:46

0 votes

0 answers

30 views

I have spending predictors and most spend nothing

regression assumptions

asked Apr 13, 2019 at 0:02

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34 Questions

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

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

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

What if your original model suggest p or q beyond 2

Does this violate the assumption of independence for regression

tests that rely on residuals

Spurious regression

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

Stochastic versus deterministic time series

bounds test for cointegration (Pesaran ardl)

bounds testing (Pesaran, Shin, and Smith)

Knowing when the variance in a time series is changing

Deciding what interactions to leave in a model

Regression with non-stationary data

General time series questions

Regression variables integrated of a different order

Do vector autoregressive models require stationarity?

When is it valid to use lasso and adaptive lasso

Dealing with variable(s) left out of the model

What to do about spurious regression

Detecting Non-linearity in large data sets

Unit (geographic unit)

Categorical variable more than two levels

Good books on autoregressive distributed lags (ARDL)

Should you aggregate your data

Relative impact of dummy predictor in logistic regression

Test for heterogeneity of data in regression

Lasso versus adaptive lasso

Use of median rather than individual data

I have spending predictors and most spend nothing