Search found 4 matches

by maavtc
Fri Dec 15, 2023 8:21 pm
Forum: Econometric Discussions
Topic: Difference variable question
Replies: 0
Views: 169557

Difference variable question

Hi, I have what may be a really basic econometric question, but I would really appreciate anybody input. Let's say I have a dependant variable that is stationnary (Y) and one independant variable that is not (economic activity measure, like gdp). I think the growth rate of X might have an impact on ...
by maavtc
Sun Nov 13, 2016 4:26 pm
Forum: Econometric Discussions
Topic: Probit model, include intercept or not
Replies: 1
Views: 3377

Probit model, include intercept or not

Hi everybody, I'm estimating this probit model with two independent variables: X,Y. When I estimate the model including an intercept, Y is not significant, while it's highly significant if I don't include the intercept (X is always significant). How should I interpret this result? is there an argume...
by maavtc
Wed Nov 12, 2014 6:56 pm
Forum: Models
Topic: Solve for target, subset of forecast
Replies: 0
Views: 5621

Solve for target, subset of forecast

Hello, I'm using a model with an estimation period ranging from 1960Q1 to 2014Q3 and a forecast from 2014Q4 to 2024Q4. I would like to use the control command in order to target the values for some series using an add factor, but I would like to only target a subset of the forecast period ( 2020Q1 t...
by maavtc
Sun Aug 03, 2014 11:27 am
Forum: Econometric Discussions
Topic: multicollinearity and significance
Replies: 1
Views: 3143

multicollinearity and significance

I'm doing a regression with a couple of highly correlated variables. I don't really care about the significance of individual estimators because I'm only using them to build an index. As it is often the case when there is multicolinearity, i get a estimator with the wrong sign which is not a problem...

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