code span.wa { color: #8f5902; font-weight: bold; font-style: italic; } /* Warning */ <li class="chapter" data-level="1.2" data-path="index.html"><a href="index.html# ...
In regression analysis, conditioning simply means looking at the response variable after taking the predictor into account. When we condition on a variable X, we are asking: "what does Y look like ...
Interesting: I never looked at it this way, but in GARCH models the conditional variance path is deterministic given past data, whereas in stochastic variance and Kalman models the conditional ...
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