Search found 7 matches

by michaelk
Mon Aug 10, 2020 8:37 pm
Forum: Estimation
Topic: ARDL/ECM Question
Replies: 23
Views: 45052

Re: ARDL/ECM Question

I apologize,

Using ARDL or OLS on eviews is not possible.

Thank you.
by michaelk
Mon Aug 10, 2020 5:39 pm
Forum: Estimation
Topic: ARDL/ECM Question
Replies: 23
Views: 45052

Re: ARDL/ECM Question

Eviews Graeth,

100% of my question was about estimation methods, nothing more.
Which method to use, 1) or 2).

Thank you.
by michaelk
Mon Aug 10, 2020 4:25 pm
Forum: Estimation
Topic: ARDL/ECM Question
Replies: 23
Views: 45052

Re: ARDL/ECM Question

Hi Igor, I am not sure if your comments are helpful. This is a community for helping each other, not putting people down. I was asking about the 2 methods of ARDL estimation that seem to be floating around. 1) The Eviews ARDL process 2) The OLS manual process (where you create your own long run mode...
by michaelk
Tue Feb 18, 2020 7:13 pm
Forum: Econometric Discussions
Topic: F-Stat or Chi Squared?
Replies: 0
Views: 12430

F-Stat or Chi Squared?

(I am using e-views for this question). When testing for serial correlation, heteroskedasticity and the wald test during a VECM or VAR or ARDL, I have the option to use either the F-stat or Chi-squared to test for significance. My data is annual, with 36 observations (1980-2015). Which test is more ...
by michaelk
Wed Jan 30, 2019 11:46 pm
Forum: Econometric Discussions
Topic: Data Help - Capital Stock
Replies: 5
Views: 7394

Re: Data Help - Capital Stock

Hello Thank you for assisting here. I have a few more questions for you! The equation is: Investment = physical capital stock +(1-depreciation rate of capital) x gross fixed capital formation. or INV = K + (1-a) x K2 At the moment, I have K2 and a datsets. The problem arises where there is no data f...
by michaelk
Mon Jan 28, 2019 4:30 pm
Forum: Econometric Discussions
Topic: Data Help - Capital Stock
Replies: 5
Views: 7394

Re: Data Help - Capital Stock

Hi Strartz. The investment equation is correct. Accumulation (Investment/nominal GDP) is assumed to be a function of expected profitability, which is proxied by profit share and capacity utilisation. The estimates of capital stock and consumption of fixed capital are prepared using the PIM method. E...
by michaelk
Wed Jan 23, 2019 5:08 pm
Forum: Econometric Discussions
Topic: Data Help - Capital Stock
Replies: 5
Views: 7394

Data Help - Capital Stock

Hi All, I was wondering if anyone has been using Capital Stock (for countries, annual data) as of late? I am attempting to create an investment equation (Physical Capital Stock + (1- depreciation rate of capital) x gross fixed capital formation). I have found Private capital stock data sets (http://...

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