Dear all
I used GMM method for estimating my regresion but first lag of depend variable is insignificant, how i can interprat this?
thanks
Search found 5 matches
- Fri Jan 18, 2013 1:00 am
- Forum: Econometric Discussions
- Topic: GMM
- Replies: 0
- Views: 1610
- Wed Apr 21, 2010 12:21 pm
- Forum: Econometric Discussions
- Topic: dw
- Replies: 1
- Views: 2569
dw
hi
i want to know can i use durbin watson for corolation test in cros section regresions?
i want to know can i use durbin watson for corolation test in cros section regresions?
- Thu Feb 04, 2010 4:29 am
- Forum: Programming
- Topic: simulation
- Replies: 1
- Views: 2517
simulation
hi in folowing simulation programe i want To repeat the exercise using maximum liklihood methodon what i do? its = 1000 !t = 200 create u !t matrix(2,!its) res1 series x = rnd*20 series e= 4*nrnd for !i=1 to !its genr ys= -9 + 1*x+ e series y = @recode(ys<0,0,ys) equation eq1.ls y c x colplace(res1,...
- Sun Jan 03, 2010 12:32 am
- Forum: Programming
- Topic: Simulation
- Replies: 0
- Views: 1954
Simulation
i need a eviwes programe of chapter 16- Simulation section of a textbook with title" Using eviews for Principles of Econometrics"
- Sat Dec 19, 2009 5:02 am
- Forum: Programming
- Topic: Monte Carlo for Censored varriable
- Replies: 2
- Views: 3281
Monte Carlo for Censored varriable
Hello How I can write a Monte Carlo experiment for the following problem????? Ysi=a+b*Xi+e Create N = 200 random values of xi that are spread evenly (or uniformly) over the interval [0, 20]. These we will keep fixed in further simulations. Obtain N = 200 random values ei from a normal distribution w...