Financial professional with expertise in financial modeling, risk management, and related quantitative methods including Monte Carlo simulation, linear and logit regression, and statistical hypotheses testing. For past few years have been engaged in developing econometrics models related to Stress testing for a large financial institution.

1d
revised Can it be as accurate to model child-variables to estimate a parent-variable instead of modeling the parent-variable directly?
deleted 27 characters in body; edited title
1d
asked Can it be as accurate to model child-variables to estimate a parent-variable instead of modeling the parent-variable directly?
2d
awarded Editor
2d
revised How can the mass of Higgs give preference to SUSY vs multiverse?
edited body
Aug
15
awarded Autobiographer
Aug
13
awarded Autobiographer
Aug
13
accepted What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
Aug
9
answered How do we prove the existence of a multiverse?
Aug
9
answered Supersymmetry vs multiverse
Aug
7
comment What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
The bug is getting from bad to worse. I have been locked out because I voted too often. So, accept that from my standpoint the actual 0 actually means +1. And, at this stage I can't do anything about it.
Aug
7
comment What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
whuber, this is very interesting. Is what you are saying still true when you deal with First Difference in Natural Logs?
Aug
7
comment What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
IrishStat, there is currently a bug in the system. I can't give you an up vote. It registers as -1 no matter what direction I click on. The best I can do is cancel out my -1 to come back to 0. Whenever this is fixed, I'll give you an up vote +1.
Aug
7
comment What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
Thanks this is very useful.
Aug
6
asked What is the advantage of transforming variables into First Difference of the Natural Log instead of % change from one period to the next?
Aug
6
awarded Teacher
Aug
6
awarded Autobiographer
Aug
6
answered How can the mass of Higgs give preference to SUSY vs multiverse?
Jul
24
comment In R, using the vars package doing a VAR model, how to specify one specific lag within the p argument?
I studied the restrict function, and I get to eliminate the first three lags and include the 4th one in the following fashion. This follows the coding instruction of Bernhard Pfaff, the author of the vars package. Unfortunately, it did not work... varmodel2<-VAR(matrix1, p = 4, type = "const", season = 4) restrict<-matrix(0,0,0,0,0,0, 0,0,0,0,0,0, 0,0,0,0,0,0, 1,1,1,1,1,1),nrow=4,ncol=6,byrow=TRUE) restrict(varmodel2,method = "man", resmat = restrict)
Jul
24
comment I am doing a VAR model, and I can't get all the Impulse Response graphs. What am I not doing?
As an alternative, I just extracted the Impulse Response values in Excel. Then, graphed it within Excel. A bit time consuming and burdensome. But, ultimately really effective.
Jul
24
comment In R, using the vars package doing a VAR model, how to specify one specific lag within the p argument?
Ok, I'll educate myself about the restrict () function and go from there. Hopefully, I'll make some good sense out of it. I am sure your coding is ok. I just have to internalize the coding firsthand, to have a sense of how it works.
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