Search found 4 matches

by lentjeuhz
Sun Aug 29, 2010 2:23 am
Forum: Estimation
Topic: Observations and AR model
Replies: 3
Views: 3307

Re: Observations and AR model

I have solved the problem by generating new series for my dependent variables, setting them equal to NA if one of the other dependent variables is NA as well.
by lentjeuhz
Sun Aug 29, 2010 2:08 am
Forum: Estimation
Topic: Observations and AR model
Replies: 3
Views: 3307

Re: Observations and AR model

Hi startz, Thanks for your help. That's what I thought as well, therefore I added the following selection criteria to my sample criteria when estimating to ensure that only complete observations are used: sample: 1998 - 2009 if var1 <> na and var2 <> na ... etc But it seems that this method doesn't ...
by lentjeuhz
Sat Aug 28, 2010 11:51 am
Forum: Estimation
Topic: Observations and AR model
Replies: 3
Views: 3307

Observations and AR model

Hi, I have a sample of firm data for which I want to run multiple regressions. I use the same independent variables in every regression, but different dependent variables. Only complete observations (for which all variables are available) are included in the analysis. When estimating I include an AR...
by lentjeuhz
Wed Aug 25, 2010 4:22 am
Forum: Data Manipulation
Topic: Descriptive statistics when using AR(1) model
Replies: 1
Views: 3775

Descriptive statistics when using AR(1) model

Hi I use the following model: dep c var1 var2 var3...... AR(1) When running this regression for my complete sample (1998 2009) I see that Eviews has automatically adjusted the sample to 1999 2009. To compute the descriptive statistics I first select all my variables (dep, var1, var2, var3, etc) and ...

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