Search found 29 matches

by random_access
Tue Oct 05, 2010 2:13 am
Forum: Econometric Discussions
Topic: Ineed help pleas
Replies: 1
Views: 3463

Re: Ineed help pleas

hi there
there are few papers written in this topic......u can write single currency in google scholar and you will get them
to me it is difficult to write quantitatively on something that has not been established yet or in its infancy
but all the best
by random_access
Thu Sep 30, 2010 9:26 pm
Forum: Econometric Discussions
Topic: F Test for 2 series of variances
Replies: 3
Views: 7082

Re: F Test for 2 series of variances

hi there
u can select both groups and right click open as a group and then view t-test and choose variance......i guess this will give u F-test result and t-test result for mean difference.
by random_access
Wed Apr 28, 2010 5:24 am
Forum: Econometric Discussions
Topic: Augmented Dickey-Fuller Test - Need Urgent Help!
Replies: 1
Views: 4388

Re: Augmented Dickey-Fuller Test - Need Urgent Help!

hi there
i advice u to run the intercept and the trend since of time series data have either one of them if not both.
all the best
by random_access
Tue Apr 06, 2010 3:00 am
Forum: Econometric Discussions
Topic: Granger causality lag length
Replies: 13
Views: 25740

Re: Granger causality lag length

if u r using yearly data and u have 40 years. then u can use one year.....usually they do not go beyond.
so u can conduct Granger causality using one year back
hope it helps
by random_access
Tue Apr 06, 2010 2:36 am
Forum: Econometric Discussions
Topic: Granger causality lag length
Replies: 13
Views: 25740

Re: Granger causality lag length

i think it should be allright
by random_access
Mon Apr 05, 2010 1:02 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13734

Re: Multiple Dependent Variables

that is good
may i know how did u run Granger causality on panel data?
if u have answered ur research questions then u should not go further
if u can send me the way u did the Granger causality i would be grateful
thanx
by random_access
Fri Apr 02, 2010 10:03 pm
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13734

Re: Multiple Dependent Variables

there is a suggestion to do an ANOVA analysis. since u r test whehther the bailout will affect the performance of the banks.
if u want to do a regression analysis......u can run each performance measurement on the dummy.
how many dummy variables do u have?
by random_access
Fri Apr 02, 2010 8:04 pm
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12112

Re: observation number problem

if u have a good justification why u started from 1993 then i guess there will be no problems. if the data is available and it does create an issue for ur work then u might need to make it 20 years or more but if u need the data to start from 1993 to 2008 for a specific reason then i guess there is ...
by random_access
Fri Apr 02, 2010 5:19 am
Forum: Econometric Discussions
Topic: Empirical study of a research report
Replies: 5
Views: 8433

Re: Empirical study of a research report

u can refer to the eviews manual it shows u how to import the variables. first u need to create a workfile and specify the number of observations u r using. once u r done with the specifications then click ok and the work file will open......then u can go to proc and import and if ur data is in the ...
by random_access
Fri Apr 02, 2010 5:12 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13734

Re: Multiple Dependent Variables

let me understand this ur dependent variable is Dummy....if so u can use logit model and run the series then....or u can use discriminant analysis in the SPSS. i'm not expert in logit model but it seems that this should be the way....
all the best
by random_access
Fri Apr 02, 2010 3:13 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12112

Re: observation number problem

hi there
based on my experience (i'm not 100% sure) if u include a dummy variable u cannot run random or fixed effect u only can run pooled regression.
not sure about hausman test in eviews 5 but i will check and let u know.
all the best
by random_access
Fri Apr 02, 2010 1:23 am
Forum: Econometric Discussions
Topic: Multiple Dependent Variables
Replies: 10
Views: 13734

Re: Multiple Dependent Variables

hi there
what r the dependent variables. as u explained ur independent is a dummy....i have not come a cross a model with indepedent being only dummy.....could u elaborate more and if possible write ur model
thanx
by random_access
Fri Apr 02, 2010 1:00 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12112

Re: observation number problem

the idea of panel data is to have both cross sectional and time series together.....if u run each country individually then it is time series......and i believe it is better than panel data analysis.
anyway it depends on ur research questions and previous work
all the best
by random_access
Thu Apr 01, 2010 11:35 pm
Forum: Econometric Discussions
Topic: Empirical study of a research report
Replies: 5
Views: 8433

Re: Empirical study of a research report

u have a choice either to do panel data but only if u know how to explain the results or time series analysis. if u chose time series analysis then u will estimate 5 models for 5 different countries. i would chose time series analysis because it will show u the effect in each country rather than the...
by random_access
Thu Apr 01, 2010 4:41 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12112

Re: observation number problem

hi there
i think the number should be 75 ......five countries and 15 years......anyway i do not think it is a problem if u run pooled data.......i guess it sould be enough.....alternatively u can run time series analysis for each country.
the choice is urs.
all the best

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