Search found 2 matches
- Thu Nov 17, 2016 6:02 am
- Forum: Econometric Discussions
- Topic: Inclusion of AR terms in Logit model
- Replies: 0
- Views: 5698
Inclusion of AR terms in Logit model
Hi to all, I´m from Brazil and at the moment I am trying to model the market share of ethanol, I think the best way to do this is by using a Logit model like the one below: Ethanol_share = 1/(1+exp(c(1)+c(2)*Ethanol_price/Gasoline_Price)) The problem that I am facing is that there is serial correlat...
- Wed Jun 18, 2014 6:50 am
- Forum: Estimation
- Topic: State space out-of-sample forecast
- Replies: 6
- Views: 7889
Re: State space out-of-sample forecast
Hi Glenn, I am using a similar model (almost identical) and I can´t forecast out of sample, I belive that the problem is that eviews treat all variables on the RHS as exogeneous, as you commented earlier: "If you want the dynamics, you'll have to rewrite the model. For autoregressive models the...
