13 What statistical methods are there to recommend a movie like on Netflix? 2015-12-12T00:45:23.180

10 1-step-ahead predictions with dynlm R package 2011-01-31T19:58:00.220

10 Dynamic Panel/GMM in R with group:time fixed effects? 2014-07-10T23:33:21.080

8 Model comparison between an ARIMA model and a regression model 2011-06-12T17:03:17.913

8 Fitting a time-varying coefficient DLM 2014-02-08T22:17:17.860

8 Intervention With Differencing 2014-08-02T00:21:59.533

6 How to identify transfer functions in a time series regression forecasting model? 2010-08-09T18:10:39.633

6 Time series dynamic poisson regression 2013-09-16T20:23:24.470

5 How do I ensure PROC ARIMA is performing the correct parameterization of input variables? 2011-05-10T17:02:08.347

4 What is meant by a "stochastic constant"? 2013-03-01T17:56:59.403

3 State space form of time varying AR(1) 2010-11-09T07:30:15.237

3 My transfer function has non-stationary inputs, but a stationary output. Should I difference both the inputs and outputs during structure estimation? 2014-09-28T21:49:54.650

3 Parameter estimation for dynamic regression models with correlated noise ARMA errors 2014-10-01T14:35:32.547

3 Which econometric indices are best for macroeconomic variables? 2015-02-09T23:54:37.497

3 Correct procedures to detect and correct outliers for aggregated/SKU time series 2015-06-25T12:14:28.663

3 Time-dependent Poisson regression 2015-12-21T15:01:37.230

3 What is the impact of management on tree mortality caused by insect pest? 2016-05-15T06:10:42.160

3 Test for the significance of the effect of an intervention in a time series 2016-11-17T11:52:15.040

2 The bias of Zellner estimators in dynamic SUR models 2012-11-28T10:30:41.927

2 What is the difference between "two-ways" and "individual" effects in GMM estimation for panel analysis? 2013-02-06T01:46:26.877

2 Linear regression with time-varying parameters 2013-02-23T19:52:00.367

2 Nonlinear GMM for Dynamic Panel Data 2014-04-21T17:47:26.290

2 consequences of lagged dependent variables in panel data and how to deal with it? 2014-07-15T21:02:20.327

2 ARIMAX or Dynamic Regression 2014-12-02T15:39:00.060

2 Assumptions and terminology for dynamic regression with endogenous offset ($y_t=y_{t-1}+\beta X_{t-1}+\epsilon_t$) 2015-04-23T18:02:19.340

2 R: Dynamic Regression with ARIMA model using xreg, make use of step function? 2015-05-12T20:08:16.663

2 How to identify functional form of relationship between response & input series in dynamic regression/arimax? 2015-05-26T03:30:03.377

2 How to identify relationship between response time series(Yt) & input time series(Xt) only in terms of Yt-1 & Xt? 2015-06-12T12:15:03.107

2 ARIMAX Forecasting in SPSS vs. R 2015-11-04T19:58:52.393

2 What's wrong if I fit the auto-regression with OLS? 2015-11-17T10:37:21.913

2 What are the reservations of Dynamic Linear Models (DLMs)? 2016-03-08T21:06:11.660

2 Including time-varying regional fixed effects in Arellano-Bond estimation (R plm package) 2016-03-21T11:02:02.537

2 Textbook approach to modeling non-proportional hazards in the Cox model 2016-05-09T23:47:10.963

2 Dynamic regression linear models in R 2016-05-29T08:29:24.370

2 What is the difference between VAR, Dynamic Regressive, and ARMAX models? 2016-07-25T20:52:28.697

2 What does small N or small T really mean in panel data sets? 2017-04-05T11:39:42.893

2 If I add a lagged dependent variable, do I need to add the lagged independent variables too? 2017-12-09T11:41:42.627

1 Arellano-Bond estimator in Stata 2014-04-20T04:08:50.587

1 How to estimate a dynamic Tobit model 2014-06-23T19:44:35.837

1 Removing the intercept term in a dynamic regression justified? 2014-08-12T07:04:26.867

1 How to model dynamic relationships in panel data when units exhibit heterogeneous variance 2014-10-26T16:46:02.633

1 Fitting a multilevel AR1 in R 2015-02-09T15:45:10.850

1 How to write ar & ma terms in dynamic regression/arimax in terms of actual predictors? 2015-05-31T10:13:35.510

1 Estimating a dynamic spatial panel 2015-06-08T14:03:56.543

1 Dynamic panel data 2015-07-01T16:33:13.527

1 Consistent estimate vs out-of-sample performance 2015-08-03T15:21:50.937

1 Lag length selection in a dynamic model, ARDL approach to cointegration in R 2015-10-28T15:16:27.717

1 Dynamic regression and prewhitening 2015-11-10T21:58:45.617

1 State Space Model Specification (KFAS) 2016-01-21T06:17:06.673

1 Arellano Bond in Stata: very high p-values when using the robust twostep estimator 2016-02-25T20:51:21.943

1 I can't correct the OLS model with heteroskedasticity by the lmtest means 2016-03-28T15:41:19.877

1 How to forecast with a regression model with ARIMA errors? 2016-03-29T10:13:01.543

1 Schoenfeld residual test for model with time varying coefficients? 2016-05-08T15:41:32.350

1 Cox-Snell residuals for Cox model with time varying coefficient 2016-05-09T16:19:05.253

1 Difference between SUTSE (Seemingly Unrelated Time Series Equations) and SUR (Seemingly Unrelated Regressions) 2016-05-24T10:17:23.787

1 Prewhitening Regressors in Lagged Time Series Regression 2016-05-29T15:47:22.880

1 kalman filter multiple observations per time step 2016-11-29T18:55:22.897

1 Need help with a DOLS model 2017-01-05T18:37:19.053

1 Stationary of exogenous variables in Dynamic Regression with SARIMA errors 2017-03-31T10:55:45.103

1 Interaction of Time Fixed Effect with one Past Outcome 2017-06-16T17:13:08.953

1 Logistic Regression with Lags 2017-08-29T20:31:27.790

1 Do dynlm and dlm have same mathematical expressions? 2017-10-31T23:00:13.090

1 Contribution of regressors in regression with ARMA error 2018-01-19T16:27:47.643

0 Equivalent of auto_arima function of R in Stata 2014-05-05T19:30:56.927

0 deeper lags in dynamic panel regressions using xtabond2 in STATA 2014-08-25T03:27:03.633

0 Is there a difference between modeling Path Dependence and using a Lagged Dependent Variable? 2015-01-10T17:08:42.887

0 Applying dynamic OLS for cointegration analysis 2015-04-23T14:20:04.963

0 dynamic time warping (DTW): unexpected results 2016-12-27T11:20:46.573

0 auto.arima model with many regressors 2017-02-20T19:43:52.223

0 Determining influence of each explanatory variable in a dynamic regression model 2017-04-05T11:24:38.057

0 [R]: DOLS - number of leads and lags 2017-04-23T17:32:07.757

0 Testing weak exogeneity after estimating ARDL-model 2017-05-05T15:15:16.617

0 Training a Bernoulli process regression with latent variables 2017-05-05T19:30:00.930

0 Variables having different trends in regression with ARIMA errors 2017-05-07T09:49:03.907

0 short-/long-run elasticity for panel-data 2017-05-19T22:32:12.673

0 ARMAX Model and Dynamic Regression 2017-06-05T04:19:28.030

0 some questions related to the unbalanced panel data 2017-07-01T22:16:32.607

0 Regression parameter dynamically modelled 2017-07-10T09:15:52.963

0 Dynamic panel with X times dummy and X times (1-dummy) variables 2017-07-20T16:45:49.433

0 Best modeling technique for short-term (second by second) time series analysis using external variables? 2017-08-16T14:52:25.170

0 How to deal with timeseries regressors of different lengths in Dynamic Regression Model 2017-08-30T16:31:51.783

0 Calculating, and plotting, long run effects of dynamic panel models 2017-08-31T13:51:27.483

0 Implementing Pooled Mean Group estimator 2017-09-15T16:53:23.460

0 Dynamic update of cumulative prediction in time series 2017-09-26T05:06:01.397

0 temporal network analysis with few time points 2017-10-09T08:59:08.200

0 How to perform sensitivity testing of a dynamic regression/ ARIMAX model 2017-11-05T05:22:26.297

0 Dynamic regression model: How could I calculate constant and other parameters? 2017-12-10T18:51:52.280

0 Forecasting many stores sales with optimal reconciliation and regression 2017-12-27T14:54:50.920

0 Dynamic regression with dependent variable in both difference and level 2017-12-29T15:16:54.897

0 How to consider discontinuous external variables in dynamic regression for time-series forecasting? 2018-02-07T11:52:14.307