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Zachary Blumenfeld's user avatar
Zachary Blumenfeld's user avatar
Zachary Blumenfeld's user avatar
Zachary Blumenfeld
  • Member for 9 years, 6 months
  • Last seen more than a week ago
54 votes
3 answers
16k views

Why do we care so much about normally distributed error terms (and homoskedasticity) in linear regression when we don't have to?

9 votes
1 answer
5k views

On Negative AIC Values

8 votes
1 answer
1k views

Can BIC be Used for Hypothesis Testing

7 votes
1 answer
3k views

GARCH vs SV for Forecasting

4 votes
0 answers
149 views

Cauchy MLE Reliability of Asymptotic Results

4 votes
0 answers
747 views

Approximating the marginal likelihood in Bayesian Model Comparison

4 votes
1 answer
2k views

Best graduate level text for econometric time series?

4 votes
0 answers
272 views

When to use a bootstrap in MLE

2 votes
0 answers
98 views

Can I use Adaptive MCMC in any setting?

2 votes
1 answer
237 views

Does this Monte Carlo Technique Have a Name?

1 vote
0 answers
59 views

Sampling a Latent Variable with Unspecified Distribution