Update: Posts in this series Introduction and Stationary versus Unit Roots (this post) Single Equation Models, ARIMA Single Equation Models, GARCH Multiple Equation Models, VAR Multiple Equation Models, Cointegration and VECM Roadmap: Which Model for your Project (coming soon) When graduate students approach me hoping to start research in price analysis, they usually have to…
Check out my Apps for Commodities and Finance: Sometimes you just want to visualize the curve. I also calculate the current calendar spread percent of financial full carry. Plus, watch for my upcoming post titled, "What to expect when Bitcoin Futures Start Trading." Both the CBOE and the CMEGroup are about to launch bitcoin…
The itch to start a blog has come and gone several times for me. Now the itch is back, and I'm going to scratch it. I'll be writing on the following broad themes: Increase Engagement about Research and Economics Academic publishing is notoriously slow. By the time a paper comes out in a publication (often…
