Search found 2 matches
- 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?
- 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...
