Search found 3 matches

by Chris_Banana
Sat Dec 19, 2009 6:53 am
Forum: Econometric Discussions
Topic: Cross correlogram
Replies: 0
Views: 3592

Cross correlogram

1.) What does this mean? Its a cross correlogram, but which factor do I have to include with what lag lenght in my equation? BP003m = 3m LIBOR, BPEU = excahnge rate EURO/POUND. 2.) To get stationarity I am working with dlogs. If I do make a cross correlogram with the dlogs of the two variables I get...
by Chris_Banana
Sat Dec 12, 2009 4:59 am
Forum: Econometric Discussions
Topic: Lagged variables with multicollinearity
Replies: 0
Views: 4087

Lagged variables with multicollinearity

Hey everybody I am trying to find out the influence of macroeconomic factors on premium payments in mergers & acquisitions for UK. I have 10 regressors (GDP; interest rate, consumer sentiment, foreign direct investment etc...). The premiums I use are average and median for quarters and later on ...
by Chris_Banana
Mon Oct 05, 2009 3:41 am
Forum: Econometric Discussions
Topic: Premium Payment Analysis - HELP
Replies: 1
Views: 3444

Premium Payment Analysis - HELP

Dear all I am currently writing my master thesis about the influence of macroeconomic factors on takeover premium payments in mergers and acquisition. I have collected (which was as everybody knows a pain :)) all datas. Since I have never done statistical analysis before due to my legal background I...

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