Search found 2672 matches
- Fri Sep 10, 2021 8:30 am
- Forum: Estimation
- Topic: Fully Modified GMM
- Replies: 3
- Views: 12763
Re: Fully Modified GMM
Unfortunately, no.
- Fri Sep 03, 2021 1:23 pm
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18087
Re: Logit estimation with Panel data
GLM may be estimated but it doesn't use the panel structure. In your case, that's not an issue since you are handling the dummy variables yourself.
You are correct that GLM in a panel setting won't have the ability to handle cross-section dependence.
You are correct that GLM in a panel setting won't have the ability to handle cross-section dependence.
- Wed Sep 01, 2021 10:13 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18087
Re: Logit estimation with Panel data
Sounds right. Though I think you might want to look at using GLM for this specification.
- Wed Sep 01, 2021 10:11 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18087
Re: Logit estimation with Panel data
Sounds right.
- Fri Aug 27, 2021 5:45 pm
- Forum: Estimation
- Topic: Why the Sspace model estimation is so volatile?
- Replies: 3
- Views: 9706
Re: Why the Sspace model estimation is so volatile?
The estimated sspace object is singular at the final values. I didn't delve too much into the specification, I don't think that your EMPG equation temporal disaggregation is working well.
- Fri Aug 27, 2021 2:33 pm
- Forum: Data Manipulation
- Topic: Workfile structure for unbalanced panel data
- Replies: 4
- Views: 12313
Re: Workfile structure for unbalanced panel data
You'll want to provide the date series too.
- Fri Aug 27, 2021 2:28 pm
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18087
Re: Logit estimation with Panel data
Anything nonlinear like this will require dummy variables, not demeaning. You don't have many and a reasonable T, I would just add them to the spec.
- Fri Aug 27, 2021 10:09 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18087
Re: Logit estimation with Panel data
Binary estimation in a panel structured workfile is just pooled estimation obtained by stacking all of the cross-sections and performing the estimation. I am not sure of the rationale for transforming to a binary logit model. Unless you believe there is recording error, this would appear to throw aw...
- Tue Aug 24, 2021 9:55 pm
- Forum: Estimation
- Topic: Why the Sspace model estimation is so volatile?
- Replies: 3
- Views: 9706
Re: Why the Sspace model estimation is so volatile?
It is impossible to answer this question with the information provided. A workfile with estimated objects would help.
- Wed Aug 18, 2021 5:46 pm
- Forum: Estimation
- Topic: VAR Impulse Response Function and exogenous variables
- Replies: 4
- Views: 16928
Re: VAR Impulse Response Function and exogenous variables
Rob, I *believe* that there was some misunderstanding around Gareth's suggestion (not positive that I am understanding the discussion correctly, but at least that's my sense). Let me see if I can clarify with respect to IRFs and what you appear to want. In general, from the point-of-view of impulse ...
- Tue Jul 20, 2021 8:27 am
- Forum: Estimation
- Topic: How to put dummies in Cointegration space?
- Replies: 1
- Views: 7617
Re: How to put dummies in Cointegration space?
Unfortunately, at the moment those types of exogenous variables are not permitted. This is an active area of work and we hope to have something soon, but I'm sorry that we can't support you at the moment. Please let us know if you have additional features you would like.
- Fri Apr 30, 2021 11:54 am
- Forum: Suggestions and Requests
- Topic: Wavelet Transform
- Replies: 13
- Views: 47884
Re: Wavelet Transform
In case anyone is coming on this thread now or in the future, note that EViews 12 has built-in wavelet tools.
- Fri Apr 30, 2021 10:00 am
- Forum: Estimation
- Topic: Markov switching regimes
- Replies: 9
- Views: 10167
Re: Markov switching regimes
Still not sure that I understand. What we are computing as residuals and using for residual-based statistics are (as we note in the docs): Of note are the residual-based statistics which employ the expected value of the residuals obtained by taking the sum of the regime specific residuals weighted b...
- Thu Apr 22, 2021 10:58 am
- Forum: Estimation
- Topic: Markov switching regimes
- Replies: 9
- Views: 10167
Re: Markov switching regimes
Sorry, didn't see this until now.
I'm not entirely sure what you are saying here. Sorry.
I'm not entirely sure what you are saying here. Sorry.
- Wed Apr 07, 2021 8:56 am
- Forum: Estimation
- Topic: Cox Proportional Hazard Model
- Replies: 1
- Views: 2210
Re: Cox Proportional Hazard Model
It can be estimated using the likelihood tools, but is not built-in.
There are tools for accelerated failure time regressions that you can estimate using the truncated or censored regression specifications.
There are tools for accelerated failure time regressions that you can estimate using the truncated or censored regression specifications.