startz,
Thank you, but can you be more specific? I'm a newbie.
Search found 5 matches
- Tue Nov 17, 2015 1:16 pm
- Forum: Estimation
- Topic: Modelling with Et[Y(t+1)]
- Replies: 3
- Views: 2876
- Tue Nov 17, 2015 10:58 am
- Forum: Estimation
- Topic: Modelling with Et[Y(t+1)]
- Replies: 3
- Views: 2876
Modelling with Et[Y(t+1)]
I need to estimate the following equation, to estimate ρ:
Yt = ρY(t-1)+(1-ρ)Et[Y(t+1)] + εt
Can someone help me with the code?
Tks!
Yt = ρY(t-1)+(1-ρ)Et[Y(t+1)] + εt
Can someone help me with the code?
Tks!
- Wed Nov 11, 2015 3:03 pm
- Forum: Estimation
- Topic: Distributed lag model
- Replies: 4
- Views: 3539
Re: Distributed lag model
thank you!
- Wed Nov 11, 2015 2:51 pm
- Forum: Estimation
- Topic: Distributed lag model
- Replies: 4
- Views: 3539
Re: Distributed lag model
Startz, I estimated the equation. How do I know the coefficient of CPIARG(-1)? Dependent Variable: CPIARG Method: Least Squares Date: 11/11/15 Time: 19:43 Sample (adjusted): 2003Q4 2014Q4 Included observations: 45 after adjustments CPIARG = C(1) + CPIARG(-1) + D(CPIARG(-2)) Coefficient Std. Error t-...
- Tue Nov 10, 2015 5:39 pm
- Forum: Estimation
- Topic: Distributed lag model
- Replies: 4
- Views: 3539
Distributed lag model
I need to estimate the following equation, to estimate β1:
πt= β0 + β1π(t-1) + ∑(k=2)βk∆π(t-k) + εt
Can someone help me?
πt= β0 + β1π(t-1) + ∑(k=2)βk∆π(t-k) + εt
Can someone help me?