advanced econometric theory Flashcards

Decks in this Class (3):

• L6 Ts Models

  L6 TS models

  Sample Cards:

  what is a strictly stationary process,

  what is a weakly stationary ie covarianc,

  what is s
  43 Cards
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• More

  More

  Sample Cards:

  explain the rationale for the adf test,

  what does the adf alternative model now,

  what problem then arises with the adf te
  6 Cards
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• Defintions

  Defintions

  Sample Cards:

  define mle,

  define strong stationarity,

  define weak stationarity
  19 Cards
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