Technically speaking, there are certain conditions under which you can fit a vector autoregression to a non-stationary process. In fact, it is rather common.
rlga5 1 year ago
Who is this josie girl, she is really hot! I should join the stanford econ dept :-)
ysbad 3 years ago
Someone needs to tell John Taylor the benefits of CTE compared to VaR.
tPxQxt 3 years ago
Technically speaking, there are certain conditions under which you can fit a vector autoregression to a non-stationary process. In fact, it is rather common.
rlga5 1 year ago
Who is this josie girl, she is really hot! I should join the stanford econ dept :-)
ysbad 3 years ago
Someone needs to tell John Taylor the benefits of CTE compared to VaR.
tPxQxt 3 years ago