Pareto Deficient
@paretodeficient.bsky.social
Phd student in Economics (i.e. Applied Ethics) in UC3M. Interested in networks, (computational) social choice and econom(etr)ics of crime. Morality is objective because if it is not, Parfit's life was useless, as would be all our lives.
Therefore, standard errors are usually larger. However, using non-HAC errors underestimates this uncertainty (lack of information).
December 2, 2024 at 8:58 AM
Therefore, standard errors are usually larger. However, using non-HAC errors underestimates this uncertainty (lack of information).
ariance, and therefore standard errors, are something like the inverse of information, and when there is correlation (generally the case in time series), the information is less with respect to iid processes.
December 2, 2024 at 8:58 AM
ariance, and therefore standard errors, are something like the inverse of information, and when there is correlation (generally the case in time series), the information is less with respect to iid processes.
When working with non-iid processes, we must take into account that we have less information (because today's information is, to some extent, the same as yesterday's). That is the intuition of HAC standard errors.
December 2, 2024 at 8:58 AM
When working with non-iid processes, we must take into account that we have less information (because today's information is, to some extent, the same as yesterday's). That is the intuition of HAC standard errors.
El final es absolutamente brutal.
November 16, 2024 at 12:12 AM
El final es absolutamente brutal.
Justo me pillas poniéndola ahora mismo.
November 15, 2024 at 9:52 PM
Justo me pillas poniéndola ahora mismo.