Search found 3 matches
- 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...
- 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 ...
- 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...
