Search found 7 matches

by spiatkow
Tue Jul 30, 2019 1:37 pm
Forum: Econometric Discussions
Topic: ARIMA modeling
Replies: 2
Views: 4299

Re: ARIMA modeling

Good question. ARIMA is typically used in the lit. to examine the effects of law on crash fatalities... for individual states.
I would appreciate any help
by spiatkow
Mon Jul 29, 2019 5:03 pm
Forum: Econometric Discussions
Topic: ARIMA modeling
Replies: 2
Views: 4299

ARIMA modeling

Hello, I used fixed effect, pooled time-series modeling to examine the impact of law dummy on crash fatalities rates across 50 states (1985-2016). I was suggested to use ARIMA modeling instead. Would ARIMA had to be estimated for each state separately (that is, one separate model for each state)? I ...
by spiatkow
Fri Oct 27, 2017 7:26 pm
Forum: General Information and Tips and Tricks
Topic: Serial Correlation Lagged Dependent Variable
Replies: 0
Views: 3852

Serial Correlation Lagged Dependent Variable

Hello, I have time-series data. My DV is nonstationary. To make it stationary, I created a first difference of my DV. It seems, however, that this differencing introduced serial correlation into the model (perhaps due to overdifferencing, as I read) because bgodfrey test indicated that there is a si...
by spiatkow
Fri Dec 30, 2016 11:36 am
Forum: Estimation
Topic: conditional effects
Replies: 1
Views: 2336

conditional effects

Dear Gareth, I wrote recently a "very long" post about Threshold Regression AR. You responded that "EViews does not support threshold models for panels". I have another quick question. I included interactions between GDP and Divorce Rate in the model that I described in my previo...
by spiatkow
Sun Dec 25, 2016 5:52 pm
Forum: Estimation
Topic: Threshold Regression AR
Replies: 3
Views: 4626

Re: Threshold Regression AR

Dear Gareth, I have another quick question. I included interactions between GDP and Divorce Rate in the model that I described in my previous post d(suicide_rate_st?) ar(1) (d(log(gdpcap_bank?))) (d(divorce?))) (d(log(gdpcap_bank?)))*(d(divorce?))) Is there any option in Eviews to plot the condition...
by spiatkow
Sat Dec 24, 2016 6:28 pm
Forum: Estimation
Topic: Threshold Regression AR
Replies: 3
Views: 4626

Re: Threshold Regression AR

Gareth,

Thank you for your quick reply.

Sylwia
by spiatkow
Sat Dec 24, 2016 3:37 pm
Forum: Estimation
Topic: Threshold Regression AR
Replies: 3
Views: 4626

Threshold Regression AR

Hello, I am trying to estimate threshold regression. I am a new Eviews user. I am also not very familiar with statistics. Thus, I would truly appreciate your help. For my study, I use a pooled, cross-sectional time series data set comprised of the seventeenth Western European nations. The data inclu...

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