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user54285
  • Member for 9 years, 10 months
  • Last seen more than 2 years ago
1 vote
1 answer
913 views

Categorical variable more than two levels

2 votes
1 answer
406 views

Regression variables integrated of a different order

3 votes
1 answer
1k views

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

1 vote
0 answers
148 views

Detecting Non-linearity in large data sets

2 votes
1 answer
496 views

Stochastic versus deterministic time series

0 votes
0 answers
34 views

I have spending predictors and most spend nothing

1 vote
0 answers
14 views

Dealing with variable(s) left out of the model

2 votes
0 answers
87 views

Spurious regression

0 votes
0 answers
47 views

How do you know how many cointegrating factors there are?

0 votes
0 answers
25 views

Use of median rather than individual data

1 vote
1 answer
857 views

When is it valid to use lasso and adaptive lasso

2 votes
1 answer
103 views

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

0 votes
0 answers
28 views

Should you aggregate your data

1 vote
0 answers
414 views

Good books on autoregressive distributed lags (ARDL)

1 vote
1 answer
37 views

Unit (geographic unit)

0 votes
0 answers
23 views

Test for heterogeneity of data in regression

3 votes
1 answer
60 views

tests that rely on residuals

1 vote
0 answers
128 views

Knowing when the variance in a time series is changing

2 votes
2 answers
480 views

bounds test for cointegration (Pesaran ardl)

1 vote
0 answers
103 views

bounds testing (Pesaran, Shin, and Smith)

1 vote
0 answers
121 views

What to do about spurious regression

3 votes
1 answer
110 views

Does this violate the assumption of independence for regression

0 votes
0 answers
204 views

auto.arima with regressors

4 votes
2 answers
472 views

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

0 votes
0 answers
505 views

Regression model not fully ranked

10 votes
3 answers
7k views

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

0 votes
0 answers
261 views

Relative impact in regression

1 vote
1 answer
32 views

Deciding what interactions to leave in a model

3 votes
2 answers
106 views

What if your original model suggest p or q beyond 2

1 vote
0 answers
456 views

Do vector autoregressive models require stationarity?