## Search found 6 matches

Wed May 02, 2018 4:38 am
Forum: Econometric Discussions
Topic: Quantile Regresssion on Panel data
Replies: 5
Views: 2143

### 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?

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...
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...
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.
Mon Apr 21, 2014 7:22 am
Forum: Econometric Discussions
Topic: ARDL Bounds Test & ECM
Replies: 3
Views: 2924

### 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
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