Search found 6 matches

by coder_79
Mon Aug 25, 2014 8:37 am
Forum: Econometric Discussions
Topic: Heckman estimation
Replies: 2
Views: 4950

Heckman estimation

There are two ways to estimate a heckman model: two step vs ML.
For ML, estimates of rho and sigma are reported but not for two step.
Is sigma an estimate of the variance of the error term in the response equation (without inverse mills ratio)? How is it different from SE of regression?
Thanks,
by coder_79
Fri Jun 07, 2013 7:00 am
Forum: Programming
Topic: bds test
Replies: 4
Views: 4829

Re: bds test

Thanks, but is there any way to save the bootstrapped p value?
by coder_79
Thu Jun 06, 2013 1:58 pm
Forum: Programming
Topic: bds test
Replies: 4
Views: 4829

bds test

First, in the manual book, the series views should be "bdstest(options)" instead of "bds(options)". Second, is there any way to save the bootstrapped p value? Third, how to hide the test result window? For example, I use a loop to do the test for N series and would not like the N...
by coder_79
Thu Jan 31, 2013 12:07 pm
Forum: Programming
Topic: loop and time series control
Replies: 4
Views: 4661

Re: loop and time series control

Thank you very much!
by coder_79
Thu Jan 31, 2013 11:41 am
Forum: Programming
Topic: loop and time series control
Replies: 4
Views: 4661

Re: loop and time series control

I'm using eviews 7.2
by coder_79
Thu Jan 31, 2013 11:29 am
Forum: Programming
Topic: loop and time series control
Replies: 4
Views: 4661

loop and time series control

A very simple, intuitive conversion from returns to index levels Quarterly data runs from 1987Q1 to 2011Q4 program shown as below ************************************************************************************************************************** series level for !i=1 to 100 if !i=1 then level...

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