Search found 4 matches
- Mon Mar 20, 2017 5:27 pm
- Forum: Econometric Discussions
- Topic: (Questions)_ARDL I(0) and I(1) data
- Replies: 0
- Views: 2271
(Questions)_ARDL I(0) and I(1) data
Dear all, I would like to ask about ARDL estimation. For instance, the model is Y= a+b1X1+b2X2+b3X3+e, and found Y and X1 is I(1) and other variables are I(0) from unit root tests. Thus, I would like to know do we need to first difference Y and X1 before input it to "ARDL estimate equation"...
- Thu Jan 19, 2017 6:45 pm
- Forum: Econometric Discussions
- Topic: Panel Unit Root & Panel Cointegration
- Replies: 3
- Views: 4430
Panel Unit Root & Panel Cointegration
Dear friends, I strongly need your helps on this matter. I have total 372 data with 54 years and 7 countries, total 5 variables namely Y, L, F, I, S where S is dummy variable and Y is independent variables. I have tested unit root test for these 5 variables, and found except S is stationary at level...
- Thu Jan 19, 2017 5:25 pm
- Forum: Estimation
- Topic: Pooled Mean Group & Mean Group Estimation
- Replies: 3
- Views: 6520
Re: Pooled Mean Group & Mean Group Estimation
Dear Gareth,
May I further understand how to evaluate which model is better then for PMG and MG?
Can we just skip this Hausman test and assume PMG is best to use?
Thank
May I further understand how to evaluate which model is better then for PMG and MG?
Can we just skip this Hausman test and assume PMG is best to use?
Thank
- Thu Jan 19, 2017 7:32 am
- Forum: Estimation
- Topic: Pooled Mean Group & Mean Group Estimation
- Replies: 3
- Views: 6520
Pooled Mean Group & Mean Group Estimation
Dear fellow friends, I am currently running a model with pooled mean group. However I do not find Hausman Test for validation of Pooled Mean and Mean Group. May I know what is the command of this test? I have tried "Eq01.ranhaus" which Eq01 is estimated equation, however, it prompts error ...