Search found 4 matches

by krzysz1229
Tue Jul 27, 2010 11:51 pm
Forum: Econometric Discussions
Topic: coinetgration in Y is I(0) and Xs are I(1) and I(0)
Replies: 1
Views: 2915

coinetgration in Y is I(0) and Xs are I(1) and I(0)

Hello, I've got a question about testing spurious regression problem. If dependent variable, Y, is integrated of order zero, I(0), while independent variables are I(0) or I(1). Is their relationship spurious between Y is I(0) and X is I(1)? Thanks a lot, recently suffering econometric problems.........
by krzysz1229
Sat Jul 10, 2010 10:34 am
Forum: Econometric Discussions
Topic: static model in time series data
Replies: 5
Views: 7221

Re: static model in time series data

i know what the problem i have now, thank you very much indeed. but, how do i set initial GDP for indicating the presence of conditional convergence on economic growth? because my data is one single country from 1974 to 2004, the value of initial GDP for this country will be the same through time. I...
by krzysz1229
Sat Jul 10, 2010 10:15 am
Forum: Econometric Discussions
Topic: static model in time series data
Replies: 5
Views: 7221

Re: static model in time series data

Looks like you have a constant and a complete set of dummies. That's the dummy variable trap.
Thanks for your reply!!! :roll:
a constant? do you mean the constant is initial GDP74?
by krzysz1229
Sat Jul 10, 2010 5:57 am
Forum: Econometric Discussions
Topic: static model in time series data
Replies: 5
Views: 7221

static model in time series data

Hi, I'm using eview 6 to do least squares for economic growth and exchange rate regime in US from 1974 to 2004 However, I've got a problem about my model when I tried to regress it, the window said NEAR SINGULAR MATRIX I've got no one to consult with, I was wondering if anyone could point out my pro...

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