## Search found 19 matches

Mon Feb 18, 2019 2:08 am
Forum: Econometric Discussions
Topic: Unit root test for autocorrelation
Replies: 3
Views: 595

### Re: Unit root test for autocorrelation

If there is cointegration between variables, is it means there is no autocorrelation in that model?
Sun Feb 03, 2019 9:04 pm
Forum: Econometric Discussions
Topic: Unit root test for autocorrelation
Replies: 3
Views: 595

### Unit root test for autocorrelation

Hi, can we use unit root test of residual to detect autocorrelation in a time series model? Are stationarity of the residual means there is no autocorrelation?
Sat Oct 06, 2018 12:11 am
Forum: Data Manipulation
Topic: how would I only include observation for certain crosssection
Replies: 1
Views: 902

### Re: how would I only include observation for certain crosssection

maybe something like this:

Code: Select all

`series numberyear=@obsby(crossid, crossid)smpl if numberyear>2`
Wed Sep 12, 2018 7:46 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

Yes startz, for that equation. But the other not

Code: Select all

`equation lrfi.ls saving1 c hh_size head_age head_age^2 elder children @expand(sc01, ifls, @dropfirst) `
Wed Sep 12, 2018 5:24 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

It still give near singular matrix error
Wed Sep 12, 2018 2:35 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

I want to estimate ECM with shock, the dependent variable is saving, the independent variable is household age, household age squared, housohold size, number of elder, number of children. I use the squared residual from Mincerian income equation as shock if i didn't include the dummy interaction, it...
Wed Sep 12, 2018 2:01 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

Ok, wait
Wed Sep 12, 2018 1:55 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

Nah, how to detect where the problem is or how to deal with this?

I want to control inflation but i dont have cpi data, so i interact regional dummy with year dummy
Wed Sep 12, 2018 1:52 pm
Forum: Estimation
Topic: Cross Sections Dropped in Unit Root Test
Replies: 7
Views: 2940

### Re: Cross Sections Dropped in Unit Root Test

What is the minimum period in panel data to test for unit root?
Wed Sep 12, 2018 1:47 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 3318

### Re: Fixed Effects- Industry and Year

Hi,
If I interact dummy like industry year and time year, why it turns be near singular matrix? Or it's not allowed to interacting dummy like that?
Fri Sep 07, 2018 6:42 pm
Forum: Estimation
Topic: How to perform panel unit root test with structural break in eviews
Replies: 2
Views: 1241

### Re: How to perform panel unit root test with structural break in eviews

Then how to deal with this kind of data?
Fri Sep 07, 2018 2:50 am
Forum: Estimation
Topic: How to perform panel unit root test with structural break in eviews
Replies: 2
Views: 1241

### How to perform panel unit root test with structural break in eviews

Hello all. Is there any way to perform unit root test with structural break in eviews? I have panel data of age of household head. The problem is the household head may be dead and switched to another person, then the data of the age are like to have a break. Something like (time series element): 45...
Fri Aug 24, 2018 8:38 pm
Forum: Estimation
Topic: Heckman selection model singular matrix
Replies: 0
Views: 1900

### Heckman selection model singular matrix

Hi there, I have problem with near singular matrix in heckman estimation. I think I don't have dummy variable trap problem. I don't know what the problem is. Maybe anyone can help me? I run estimation with following command: smpl if ar02b=1 and h_income<>NA equation milk_exp.heckit(2step) exp_milk h...
Wed Aug 22, 2018 10:13 am
Forum: Data Manipulation
Topic: Count value in a series with some condition
Replies: 3
Views: 1493

### Re: Count value in a series with some condition

Thank you Glenn and startz
Tue Aug 21, 2018 1:15 am
Forum: Data Manipulation
Topic: Count value in a series with some condition
Replies: 3
Views: 1493

### Count value in a series with some condition

Hi,

I have 15000 household data that have some member in every houshold. I want to count the number of household member that have age more than 60 years old in every houshold.

What command that should i use?
Thx