Search found 12 matches

by hana88
Sun Aug 31, 2014 3:42 am
Forum: Econometric Discussions
Topic: Markov Switching Regimes
Replies: 0
Views: 2884

Markov Switching Regimes

Hi All, I have one pending question about finding the transition probabilities in the Markov Switching method. I know that Eviews 8 has this function, but since the latest version I have is Eviews 7, I'm trying to do this method in excel (my God i hope this is possible). My question is, how does one...
by hana88
Mon Jun 23, 2014 9:20 pm
Forum: Econometric Discussions
Topic: Make graph: error
Replies: 0
Views: 2435

Make graph: error

Dear All, First, I'm trying to compare the baseline and scenario forecasts from VAR model using graph. However when I tried to make the graph (proc>make graph), a certain error came out and i don't know how to treat this. The endogenous variables that I'm aware of is rgdp and rgdp_1. Not sure how rg...
by hana88
Fri Jun 13, 2014 12:55 am
Forum: Econometric Discussions
Topic: Synthetic Control Method
Replies: 0
Views: 3096

Synthetic Control Method

Hi All, I came across this journal http://www.hks.harvard.edu/fs/aabadie/ccsp.pdf which basically uses Synthetic Control Method (SCM) to estimate the difference between the impact on a variable when an event happens versus when it does not happen (well at least this is how i understand it). Another ...
by hana88
Tue Jun 03, 2014 5:46 am
Forum: Econometric Discussions
Topic: Variance Decomposition
Replies: 0
Views: 2839

Variance Decomposition

Hi All, I just need confirmation with variance decomposition results. First of all, I took the RGDP time series in absolute number (in millions). The variance compo that I've got looks like the file i've attached here. Just wondering do the standard error make sense? I'm having a bit of doubts since...
by hana88
Mon May 26, 2014 6:25 pm
Forum: Econometric Discussions
Topic: Johansen Cointegration Result Interpretation
Replies: 14
Views: 59628

Re: Johansen Cointegration Result Interpretation

Hi Nishant, Thank you very much for your response! Yup I've been exploring the videos on youtube, some are pretty straightforward and easy to understand (Godbless these people). However I've noticed that most of the examples resulted in the same conclusion for max eigenvalue and trace tests. What if...
by hana88
Mon May 26, 2014 7:56 am
Forum: Econometric Discussions
Topic: Johansen Cointegration Result Interpretation
Replies: 14
Views: 59628

Re: Johansen Cointegration Result Interpretation

Hello All,

I'm also having the same problem. Not sure how to interpret this :|

Appreciate if anyone can help.

Thanks.
by hana88
Tue May 20, 2014 5:59 am
Forum: Econometric Discussions
Topic: When to use VAR/VECM
Replies: 2
Views: 10122

Re: When to use VAR/VECM

Hello,

Now I get. thanks much!
by hana88
Tue May 13, 2014 11:18 pm
Forum: Econometric Discussions
Topic: When to use VAR/VECM
Replies: 2
Views: 10122

When to use VAR/VECM

Hi All, I am a bit confused on when to use VAR or VECM. Is this decision dependent on the unit root test? Let say I have dependent variable Y and independent variable X where each is stationary at I(1), which model should I use? And when is the right time to use Toda Yamamoto? Thanks in advance. Reg...
by hana88
Mon Apr 28, 2014 7:41 am
Forum: Estimation
Topic: Obtaining robust standard error in Eviews 7
Replies: 1
Views: 3651

Obtaining robust standard error in Eviews 7

Hi All, Need help with some basic question. When you estimate a model using OLS you can get the usual standard error. But how do you get the robust standard error in Eviews 7? I think if in Eviews 8 you can change the method in the equation estimation pop up (correct me if i'm wrong). But how do you...
by hana88
Sat Apr 12, 2014 4:14 pm
Forum: Econometric Discussions
Topic: Dummy variables: Generate separate equation
Replies: 4
Views: 5902

Re: Dummy variables: Generate separate equation

Yup got it. Thanks!!
by hana88
Sat Apr 12, 2014 4:10 pm
Forum: Econometric Discussions
Topic: Dummy variables: Generate separate equation
Replies: 4
Views: 5902

Re: Dummy variables: Generate separate equation

Hi startz thanks for the response.

Forgot to mention that I've been given male series which has 1s and 0s in it.

Does this mean that I have to create another variable like men etc?

Thanks again!
by hana88
Sat Apr 12, 2014 3:45 pm
Forum: Econometric Discussions
Topic: Dummy variables: Generate separate equation
Replies: 4
Views: 5902

Dummy variables: Generate separate equation

Hi All, My question involves how to generate separate equations for men and women (men=1, women=0) First, I have been given a standard regression equation of interests which looks like this: sleep = B0 + B1*totwrk + B2*educ + B3*age + B4*age^2 + B5*yngkid + u And then I am asked to generate separate...

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