sys.path.insert(0, str(Path(__file__).parent.parent / 'main')) sys.path.insert(0, str(Path(__file__).parent.parent / 'lib')) from gibbs_sampler import kalfilt, dk ...
- Understand why regressions in levels of I(1) variables can be spurious. - Distinguish between short-run correlations and long-run equilibrium relations. - Interpret the error-correction term as a ...