Search found 20 matches

by nannigia
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.
by nannigia
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.
by nannigia
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
by nannigia
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.
by nannigia
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
by nannigia
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
by nannigia
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...
by nannigia
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...
by nannigia
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? ...
by nannigia
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 ...
by nannigia
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...
by nannigia
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:...
by nannigia
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...
by nannigia
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...
by nannigia
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, :D
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 ...

:D

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