query: Cointegration test with I(1) and I(0) variables
positive_passages.docid: 18220
positive_passages.text: Time series: one I(1) and one I(0) variable, should I use VAR/VEC, test for cointegration?
negative_passages.docid: 3261
negative_passages.text: How to do a regression of a series of variables without typing each variable name
negative_passages.docid: 146650
negative_passages.text: Test whether variables follow the same distribution
negative_passages.docid: 134510
negative_passages.text: How do you get $\rm{var}(\Theta -\hat\theta) = \rm{var}(\Theta)$?
negative_passages.docid: 85319
negative_passages.text: Basic question regarding variance and stdev of a sample
negative_passages.docid: 78740
negative_passages.text: Covariance of binary and continuous variable
negative_passages.docid: 135187
negative_passages.text: Significance testing of three or more correlations using Fisher's transformation
negative_passages.docid: 64151
negative_passages.text: Time series with a sequence of zeros
negative_passages.docid: 64856
negative_passages.text: Finding $E(X\mid X>Y)$ when $X,Y$ are i.i.d $U(0,1)$
negative_passages.docid: 144971
negative_passages.text: Why exactly can't beta regression deal with 0s and 1s in the response variable?
negative_passages.docid: 87307
negative_passages.text: Testing correlation in R
negative_passages.docid: 54434
negative_passages.text: Two or more time series. What is the best way to test whether one of them is leading and by what time period?
negative_passages.docid: 44945
negative_passages.text: ACF and PACF for a unit root process
negative_passages.docid: 6490
negative_passages.text: Help with null hypothesis
negative_passages.docid: 107949
negative_passages.text: Testing a regression coefficient against 1 rather than 0
negative_passages.docid: 59398
negative_passages.text: Inverting logarithmic output from VAR model
negative_passages.docid: 140611
negative_passages.text: Conditional Expectations and Variances