Search found 11 matches

by yoyoo
Mon Sep 17, 2012 11:39 am
Forum: Econometric Discussions
Topic: Eliminate Autocorrelation with a Method other than Ar(1)
Replies: 4
Views: 4343

Re: Eliminate Autocorrelation with a Method other than Ar(1)

Dear All,
Can anyone help me on this? If not, could you please refer me to where I can find a solution.
Thank you in advance.
by yoyoo
Sat Sep 01, 2012 10:52 am
Forum: Econometric Discussions
Topic: Eliminate Autocorrelation with a Method other than Ar(1)
Replies: 4
Views: 4343

Eliminate Autocorrelation with a Method other than Ar(1)

Hi,
I have used ar(1) to address the issue of autocorrelation. The Durbin-Watson value reached 1.85 which is excellent. However, none of the independent variables become significant. Is there other than ar(1) to eliminate autocorrelation? Please see attached.
Thank you in advance.
by yoyoo
Wed Jun 06, 2012 1:48 pm
Forum: Estimation
Topic: Robust Regression
Replies: 7
Views: 6084

Re: Robust Regression

It worked after I deleted the time dimension.

Thank indeed you for your help.
by yoyoo
Wed Jun 06, 2012 1:41 pm
Forum: Econometric Discussions
Topic: Autocorrelation
Replies: 6
Views: 4360

Re: Autocorrelation

It worked after I deleted the time dimension.

Thank you indeed for your help.
by yoyoo
Fri May 25, 2012 11:20 am
Forum: Econometric Discussions
Topic: Autocorrelation
Replies: 6
Views: 4360

Re: Autocorrelation

This is the work file.

Are the results change if I use/not use the 3D panel data?

Thank you in advance.
by yoyoo
Fri May 25, 2012 8:02 am
Forum: Econometric Discussions
Topic: Autocorrelation
Replies: 6
Views: 4360

Re: Autocorrelation

Hi,

I followed the instructions but a message appeared:” Insufficient number of observations”

Attached the snap shots of what I did.
Please help.

Thank you
by yoyoo
Wed May 23, 2012 2:02 pm
Forum: Econometric Discussions
Topic: Autocorrelation
Replies: 6
Views: 4360

Autocorrelation

Hi,
How can I eliminate the autocorrelation to reach Durbin Watson close to 2?
What are the steps to do that?

Thank you in advance.
by yoyoo
Wed May 23, 2012 1:40 pm
Forum: Estimation
Topic: Robust Regression
Replies: 7
Views: 6084

Re: Robust Regression

The work file is attached.

In the “Robust Regression” dialog box, I put the equation:
z c dummy s(-1) g(-1) cpi(-1) gdpg(-1) i(-1) cost(-1) loansta(-1) ta(-1)
the this message appeared: "RSV is not defined"

the snapshots are also attached
by yoyoo
Wed May 23, 2012 1:25 pm
Forum: Estimation
Topic: Robust Regression
Replies: 7
Views: 6084

Re: Robust Regression

What do you mean by "thread dedicated to the add-in"?
by yoyoo
Wed May 23, 2012 1:19 pm
Forum: Estimation
Topic: Robust Regression
Replies: 7
Views: 6084

Re: Robust Regression

Thank you indeed. I downloaded the add-in. However, I have two questions: 1- My data have a first order lag. Should I put the data with lag or without? i.e. for example if the dependent variable is “z” = 10, independent variable is “x” = 5, “x-1” = 6. Should I keep the original data rows as it is “z...
by yoyoo
Fri May 18, 2012 2:35 pm
Forum: Estimation
Topic: Robust Regression
Replies: 7
Views: 6084

Robust Regression

Hi There are two types of Robust: 1- Robust standard errors address the problem of errors that are not independent and identically distributed. The use of robust standard errors will not change the coefficient estimates provided by OLS, but they will change the standard errors and significance tests...

Go to advanced search