Search found 6 matches

by olayenidynare
Wed May 02, 2018 4:38 am
Forum: Econometric Discussions
Topic: Quantile Regresssion on Panel data
Replies: 5
Views: 2140

Re: Quantile Regresssion on Panel data

Good afternoon

Suppose I write the following code:

Code: Select all

equation qpanel.qreg y x @expand(var01)


or

Code: Select all

equation qpanel.qreg y x c @expand(var01,@dropfirst)


won't that be equivalent to panel with fixed effect?

I'm just curious about it.
by olayenidynare
Wed May 18, 2016 9:37 am
Forum: Estimation
Topic: Orthogonal complement
Replies: 5
Views: 2157

Re: Orthogonal complement

Thank you Glenn. I have reviewed your code. It seems to work fine for square matrix. For rectangular matrix, as in the example given below, they don't come close. I compare the following Matlab result with the one from Eviews and find that the orthogonal complement is the last two columns (in this e...
by olayenidynare
Mon May 16, 2016 11:38 pm
Forum: Estimation
Topic: Orthogonal complement
Replies: 5
Views: 2157

Re: Orthogonal complement

Thank you Glenn for your quick response. The code I'm trying to replicate is this: function Z = null(A,how) [m,n] = size(A); if (nargin > 1) && isequal(how,'r') % Rational basis [R,pivcol] = rref(A); r = length(pivcol); nopiv = 1:n; nopiv(pivcol) = []; Z = zeros(n,n-r,class(A)); if n > r Z(n...
by olayenidynare
Sun May 15, 2016 2:34 am
Forum: Estimation
Topic: Orthogonal complement
Replies: 5
Views: 2157

Orthogonal complement

Please can somebody tell me how to obtain the orthogonal complement of A and B matrices of VECM? I'm aware this can be programmed but I can't get a handle on it. I tried to use SVD to obtain the null space following MATLAB null.m, yet SVD in Eviews does not seem to give the whole matrices needed.
by olayenidynare
Mon Apr 21, 2014 7:22 am
Forum: Econometric Discussions
Topic: ARDL Bounds Test & ECM
Replies: 3
Views: 2923

Re: ARDL Bounds Test & ECM

Let me help with the first of the problems:

Use Wald:
View-> Coef. Diagn.-> Wald Test Coeff. Res.
type the restricitons there and observe that the standard error reported will do

Hope it helps
by olayenidynare
Mon Apr 21, 2014 7:06 am
Forum: Econometric Discussions
Topic: Time series regression/ARDL
Replies: 1
Views: 1330

Re: Time series regression/ARDL

You may visit this blog
http://davegiles.blogspot.com/2013/06/a ... tests.html

Hope it helps

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