Search found 3 matches

by ardinea
Sun Sep 09, 2012 4:09 am
Forum: Econometric Discussions
Topic: Panel Unit Root testing questions! Help!
Replies: 2
Views: 11032

Re: Panel Unit Root testing questions! Help!

Hi, My thesis before also used panel data. for unit root testing in panel, you should choose the test that you prefer out of the several tests available. In my thesis before, in selecting the test result, I rely on the result of ADF Fisher Chi square test. I prefer ADF Fisher test because it does no...
by ardinea
Thu Sep 06, 2012 5:06 pm
Forum: Econometric Discussions
Topic: Autocorrelation Help
Replies: 0
Views: 1658

Autocorrelation Help

Does anyone know the effect of serial correlation caused by seasonal effect to standard error of if I have a seasonal effect in both my dependent and independent variable, but the periodicity isn’t the same (one fluctuates monthly, the other yearly, for example)? I really need help. it would be grea...
by ardinea
Sat Jul 21, 2012 8:40 am
Forum: Econometric Discussions
Topic: Autocorrelation Remedy Help
Replies: 0
Views: 1807

Autocorrelation Remedy Help

Hi everyone, For my bachelor thesis I need to regress historical stock price with earning per share. My data consist of eleven years period with yearly observation in 100 companies in China. However, my data suffer from autocorrelation. I tried to search on autocorrelation removal and I found that i...

Go to advanced search