Search found 3 matches
- Thu Jun 12, 2014 8:16 am
- Forum: Econometric Discussions
- Topic: COMBINING I(0) AND I(1) VARIABLES IN REGRESSION ANALYSIS
- Replies: 0
- Views: 1572
COMBINING I(0) AND I(1) VARIABLES IN REGRESSION ANALYSIS
Please I need advice on this: I have a dependent variable that is stationary at level I(0) and independent variables that are I(1). Can I use OLS for my analysis? Thanks for your help.
- Thu Apr 10, 2014 1:09 am
- Forum: Estimation
- Topic: eviews returned NA for Std. Error t-Stat
- Replies: 3
- Views: 4807
Re: eviews returned NA for Std. Error t-Stat
Thank you Startz, I have the same number of observations as RHS variables. Now, given this situation how do I interpret the results of the model or what exactly should I do in this case?
- Wed Apr 09, 2014 4:43 am
- Forum: Estimation
- Topic: eviews returned NA for Std. Error t-Stat
- Replies: 3
- Views: 4807
eviews returned NA for Std. Error t-Stat
I ran an OLS for this equation: ROE RIR TBR MRR PLR MLR SDR INF BOHCTTA ROE(-1) USNIGEXC C and eviews returned NA for Std. Error t-Statistic and Prob for all the variables with Rsquared = 1.0000. All the variables are used in their stationary state I(1) except BOHCTTA which is stationary at level. P...