Search found 20 matches
- Fri Dec 28, 2012 9:30 am
- Forum: Econometric Discussions
- Topic: model statement
- Replies: 2
- Views: 3968
Re: model statement
I dont get your question.
- Fri Dec 28, 2012 9:28 am
- Forum: Econometric Discussions
- Topic: general (but cheeky) economerics question
- Replies: 1
- Views: 2455
Re: general (but cheeky) economerics question
You need to write your model based on a proper Economic Theory. you can not just choose variables by your own choice or interest.
There should be an economic theory behind your model. so first go search economic theories regarding FDI in countries, then model your data based on the theory.
There should be an economic theory behind your model. so first go search economic theories regarding FDI in countries, then model your data based on the theory.
- Fri Dec 28, 2012 9:24 am
- Forum: Econometric Discussions
- Topic: Granger causality and Johansen
- Replies: 1
- Views: 2873
Re: Granger causality and Johansen
Yes you can. You need to use first difference to make them stationary to be used. for more details you can check this website
http://www.youtube.com/user/sayedhossain23/featured
http://www.youtube.com/user/sayedhossain23/featured
- Fri Dec 28, 2012 9:23 am
- Forum: Econometric Discussions
- Topic: (VECM) Exogenous variables is cointegrating relationship?
- Replies: 2
- Views: 3546
Re: (VECM) Exogenous variables is cointegrating relationship
I don't get your question. please explain more.
- Fri Dec 28, 2012 9:22 am
- Forum: Econometric Discussions
- Topic: Different results for sub-periods - Johansen
- Replies: 1
- Views: 2667
Re: Different results for sub-periods - Johansen
Yes, i think it's so normal. because each model with different periods will have different results
- Fri Dec 28, 2012 9:19 am
- Forum: Econometric Discussions
- Topic: error correction model with quarterly data and dummies
- Replies: 1
- Views: 5583
Re: error correction model with quarterly data and dummies
You can test if dummies are jointly significant or not. if they are jointly significant you can keep them all.
go to coefficient test - Wald test.
you can also watch this video that might help you.
http://www.youtube.com/user/sayedhossai ... =wald+test
go to coefficient test - Wald test.
you can also watch this video that might help you.
http://www.youtube.com/user/sayedhossai ... =wald+test
- Wed Dec 26, 2012 11:19 am
- Forum: Econometric Discussions
- Topic: Engle Granger Vs ECM & VECM
- Replies: 0
- Views: 2617
Engle Granger Vs ECM & VECM
I have a time series model (39 obs only) that Engle Granger (OLS regression with stationary residuals) coefficients is OK however VECM and ECM G to S models are giving me different coefficients and therefore different results. Can we say Engle Granger approach is still valid? although it suffers fr...
- Tue Apr 12, 2011 4:42 am
- Forum: Econometric Discussions
- Topic: Cumulative for frequent zero explanatory variable
- Replies: 0
- Views: 2070
Cumulative for frequent zero explanatory variable
Dear Econometrician wizards :mrgreen: :wink: , I want to consult with you a problem I faced in Econometrics. Please reply to me as soon as you can, any idea would be appreciated. I have a explanatory variable (advertisement expenditure) which is zero at so many times. It means from 160 obs, I have 7...
- Mon Apr 04, 2011 6:58 am
- Forum: Data Manipulation
- Topic: Different seasonalities add them up into one variable?
- Replies: 1
- Views: 2507
Different seasonalities add them up into one variable?
Hi, I have different dummies here for: Seasonality Seasonality Seasonality Seasonality Seasonality Seasonality Seasonality New Years day Good Friday Easter Monday May day Bank Holiday Spring Bank Holiday August Bank Holiday Christmas Day Can i add them to only one variable name holiday seasonality? ...
- Mon Apr 04, 2011 4:22 am
- Forum: Econometric Discussions
- Topic: A very simple clarification pls help :S
- Replies: 0
- Views: 2005
A very simple clarification pls help :S
Hello all, I want to ask you: (using Eviews 5) I have a time series data, and i have no clue how each series has formulated, is it AR(1) or trendy or .... Here are the steps to check, Please please correct me any step you think is not in right order or it should not be there. 1- We go to check each ...
- Mon Dec 27, 2010 4:39 am
- Forum: Econometric Discussions
- Topic: Useful to use dummies?
- Replies: 1
- Views: 2753
Re: Useful to use dummies?
I think first you need to make sure, how many days of holdiays falls in to the period that stock martkets are open? Does this vary across countries? for example some countries have different public holidays compared to others... after taking care that, I think you have to add a dummy variable with n...
- Mon Dec 27, 2010 2:29 am
- Forum: Econometric Discussions
- Topic: If I become a master in Econometrics
- Replies: 3
- Views: 4058
If I become a master in Econometrics
One day if i become master in Econometrics, i will write a very simple and underestable guide for those who are beginners and explain step by step how to model econometrics problems with Eviews... I swear i will do that! why all the books and references has to be so difficult? why???? :?: :!: :roll:...
- Thu Nov 04, 2010 4:04 am
- Forum: Econometric Discussions
- Topic: A good and simple source to learn Panel Data
- Replies: 5
- Views: 6327
Re: A good and simple source to learn Panel Data
Oh thank you, it is very useful actually. i found a book also online ... but it's so difficult ...:( if anyone interested i can send to her/him .. just put your emails. If you happen to know more sources as simple as that one, specialy if it can explain how to work with Eviews with panel data, i rea...
- Thu Oct 28, 2010 2:14 am
- Forum: Econometric Discussions
- Topic: D(logY) = c + b1 D(logX1), How to interpret b1?
- Replies: 5
- Views: 7405
Re: D(logY) = c + b1 D(logX1), How to interpret b1?
I think:
a 1% increase in X1 is associated with a b1 percent increase in Y,
because that difference one is not relating to interprating differently, you got my point?
you take difference to correct your model and fit it into better model.
Hope that helps...
a 1% increase in X1 is associated with a b1 percent increase in Y,
because that difference one is not relating to interprating differently, you got my point?
you take difference to correct your model and fit it into better model.
Hope that helps...
- Thu Oct 28, 2010 12:43 am
- Forum: Econometric Discussions
- Topic: A good and simple source to learn Panel Data
- Replies: 5
- Views: 6327
A good and simple source to learn Panel Data
Dear All, i am happy to annouce that i would like to start learning Panel Data on my own with Eviews,
haha .. i know ... it's a big step! but i need a good and simple source (book) to begin with, do you know any straightforward source?
Thank you ...
haha .. i know ... it's a big step! but i need a good and simple source (book) to begin with, do you know any straightforward source?
Thank you ...