Thanks startz for your reply and your time. I will try to find a solution.
Kind Regards
Search found 3 matches
- Mon Aug 08, 2011 2:09 am
- Forum: Econometric Discussions
- Topic: Delta Method_Standard Errors_Dissertation
- Replies: 4
- Views: 4057
- Sun Aug 07, 2011 2:41 am
- Forum: Econometric Discussions
- Topic: Delta Method_Standard Errors_Dissertation
- Replies: 4
- Views: 4057
Re: Delta Method_Standard Errors_Dissertation
Thanks for the immediate response! Let me explain myself better. I have an actual series δ (log dividend-price ratio) and I run a 3 lag VAR between δ and Dd (Dividend growth). I use the VAR (written in companion form) to generate a forecasted series of the δ which I call it δ'. What I want is to tes...
- Sat Aug 06, 2011 12:48 pm
- Forum: Econometric Discussions
- Topic: Delta Method_Standard Errors_Dissertation
- Replies: 4
- Views: 4057
Delta Method_Standard Errors_Dissertation
Hi All, I am trying to complete my dissertation and I am asking your help. The situation is the following: Let's say that we have two series δ and δ'. We run a regression of δ' against δ and some other variables and the result is :δ'=1.032δ-0.078k-0.776z where the standard errors are 0.076, 0.046 an...