Search found 4 matches
- 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 ...
- 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...
- 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...
- 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...
