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by borto91
Mon Jun 22, 2015 6:44 am
Forum: Econometric Discussions
Topic: problems with autocorrelated residuals
Replies: 1
Views: 1802

Re: problems with autocorrelated residuals

I decided to try to over-differenciate my dependent variable and, magically, no more spurious regressions! I'm no more autocorrelated nor heteroskedastic. it seems that, in general, there are not so much problems in over-difference: what do you think about?
by borto91
Wed Jun 17, 2015 7:08 am
Forum: Econometric Discussions
Topic: problems with autocorrelated residuals
Replies: 1
Views: 1802

problems with autocorrelated residuals

Hi all econometricians! I'm developing a little project for my Econometrics exam at the University. I have downloaded some time series (monthly and seasonal adjusted) from online St. Louis FED database. I have checked if it was better to transform the data (log), I have checked for the presence of u...

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