Search found 4 matches

by Shin
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"...
by Shin
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...
by Shin
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
by Shin
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 ...

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