Search found 3 matches
- 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...
- 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...
- 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...
