Search found 10 matches

by pbrownster
Fri Jan 07, 2011 3:38 pm
Forum: Estimation
Topic: Price Asymmetry - Adjustment Models
Replies: 0
Views: 2689

Price Asymmetry - Adjustment Models

Hi, I am writing a project at university and I would like to examine pricing asymmetry in the UK retail petrol market. I have weekly data since 2003 on petrol prices and also crude oil prices. I would like to examine the hypothesis that retail petrol prices adjust more quickly to increases in crude ...
by pbrownster
Mon Apr 05, 2010 6:42 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

The granger method i just opened my data as a balanced panel (quarterly data) then highlighted the series i required and clicked: QUICK: GROUP STATISTICS: GRANGER CAUSALITY TEST: OK ....hope this helps

Thanks
by pbrownster
Sun Apr 04, 2010 8:11 am
Forum: Econometric Discussions
Topic: Dependent/Independent Variable Distinction
Replies: 1
Views: 3866

Dependent/Independent Variable Distinction

I have one explanatory dummy variable and several
by pbrownster
Sat Apr 03, 2010 8:45 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

1
by pbrownster
Sat Apr 03, 2010 5:57 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

Thanks again.

I have just the one dummy variable
by pbrownster
Fri Apr 02, 2010 5:25 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

Thanks again for your continued help
by pbrownster
Fri Apr 02, 2010 4:49 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

A logit regression was suggested

I am now a little confused with the best way to do this.

Thanks Again
by pbrownster
Thu Apr 01, 2010 11:48 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Re: Multiple Dependent Variables

o
by pbrownster
Thu Apr 01, 2010 9:18 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13736

Multiple Dependent Variables

I have 1 discrete (dummy) explanatory variable which is time-series
by pbrownster
Wed Mar 31, 2010 9:11 am
Forum: Econometric Discussions
Topic: Newton Raphson or Quadratic Hill Climbing
Replies: 1
Views: 4948

Newton Raphson or Quadratic Hill Climbing

SIMPLY: What is the difference between these two?

Does it matter which one i choose for my panel probit analysis?

Thanks

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