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    Nonlinear least squares method and its assumptions

    I know that when estimating and using ordinary least squares, irregular terms have to be iid N(0, σ2 ). Now I want to use nonlinear least squares method for estimations. Are there any specific conditions that irregular terms have to fullfill? Or do they have to be still iid N(0, σ2 )? Thank...
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    Stationarity of time series and VAR model

    Hello, I have two variables, one is stationary I(0) and one is non-stationary I(1). Is it possible to make VAR model for these two variables if the non-stationary variable will be differenced to obtain stationary process I(0)? Thank you for any responses.
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    Methods for data sample consistency

    Hello, I would like to ask you for your opinion: I have one data sample, let´s say with 600 units used for calculating some statistics (for example mean, std. deviation, q-o-q changes etc.) between the years 2006 and 2016. But from 2017 I would like to extend this data sample to let´s say 700...