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Top Questions
10
votes
Reference Request: Book on Unit Root Theory
references
stochastic-processes
unit-root
brownian-motion
martingale
asked Mar 1, 2021 at 7:14
stats.stackexchange.com
7
votes
Is (covariance) stationarity preserved under log or exponential transformation?
data-transformation
stochastic-processes
stationarity
asked Mar 4, 2021 at 10:07
stats.stackexchange.com
6
votes
Can long run variance of a time series be used to test mean of the series?
time-series
hypothesis-testing
variance
t-test
maximum-likelihood
asked Mar 1, 2021 at 12:07
stats.stackexchange.com
5
votes
Should Prices (or Price Indices) be modelled with deterministic trend?
time-series
price-level
price-theory
price-index
co-integration
asked Mar 7, 2021 at 2:59
economics.stackexchange.com
5
votes
Solow Model with DRS and Human Capital
macroeconomics
economic-growth
self-study
solow
endogenous-growth
asked Mar 9, 2022 at 6:39
economics.stackexchange.com
5
votes
Type 2 error in t-test on time series
time-series
hypothesis-testing
t-test
autocorrelation
asymptotics
asked Mar 27, 2019 at 12:15
stats.stackexchange.com
Top Answers
19
Difference between autocorrelation and partial autocorrelation
stats.stackexchange.com
6
Showing t-distribution from multivariate standard normals
stats.stackexchange.com
6
Calculating confidence intervals for the variance of the residuals in R
stats.stackexchange.com
6
reference request - dynamic discrete time optimization methods
economics.stackexchange.com
5
Does returns to scale always lead to economies of scale?
economics.stackexchange.com
5
Why does increasing the money supply decrease the interest rate in layman's terms?
economics.stackexchange.com
5
Labor market model with subsidies homework
economics.stackexchange.com
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