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Matthias Schmidtblaicher

Member for 9 years, 9 months
Last seen more than a week ago

Summary

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1,622

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2021
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Top tag

time-series

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2,000 Rep.

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posts edited

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helpful flag

325

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Answers

View all 21 answers

24

Using k-fold cross-validation for time-series model selection

Oct 30, 2016

15

Does BIC try to find a true model?

Oct 20, 2016

14

State space representation of ARMA(p,q) from Hamilton

Feb 10, 2017

8

Statistics without hypothesis testing

Jun 2, 2018

7

Using Hodrick-Prescott filters for analyzing and forecasting business time series

Oct 21, 2016

Questions

7

When do we use local alternatives?

Oct 14, 2016

5

Coefficients of Principal Components Regression in terms of original regressors

Oct 23, 2016

4

Why are the prediction error estimate and the true prediction error negatively correlated?

Jun 14, 2018

3

Expectation Maximization: decrease in likelihood in iteration

Jan 25, 2017

2

Random parameter in Monte Carlo?

Oct 31, 2016

Tags

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time-series

47

Score

5

posts

cross-validation

25

Score

3

posts

modeling

24

Score

1

post

hypothesis-testing

15

Score

3

posts

aic

15

Score

1

post

Reputation

+10

Using k-fold cross-validation for time-series model selection

+10

Model averaging approach -- averaging coefficient estimates vs. model predictions?

+10

State space representation of ARMA(p,q) from Hamilton

+10

Why does the Null Hypothesis have to be "equals to" and not "greater than or equal to"?

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Civic Duty

Feb 22, 2020
Enthusiast

Nov 14, 2016
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Nov 6, 2019

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Oct 4, 2017
Citizen Patrol

Jun 28, 2019
Critic

Nov 3, 2016

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Votes cast

319

upvotes

6

downvotes

102

question votes

223

answer votes