Search found 3706 matches

by startz
Fri Oct 01, 2021 3:37 pm
Forum: Any Other Business
Topic: Iconic forum
Replies: 0
Views: 249

Iconic forum

Is it just me, or does the favicon for the forum still say "11?"
by startz
Mon Sep 27, 2021 3:10 pm
Forum: Bug Reports
Topic: Consistency is the hobgoblin...
Replies: 2
Views: 2214

Re: Consistency is the hobgoblin...

I would say the time-to-fix is quite proportionate to the severity of the bug.
by startz
Sat Sep 18, 2021 6:48 am
Forum: Data Manipulation
Topic: Time Varying constant
Replies: 1
Views: 890

Re: Time Varying constant

kpr wrote:I wonder how to generate a time-varying constant series such as

y=1, if 1999M1--2009M1
y=2, if 2009M2--2013M3
y=3, if 2013M4--2018M1


Code: Select all

smpl 1999M1 2009M1
series y = 1
smpl 2009M2 2013M3
y = 2
smpl 2013M4 2018M1
y = 3
smpl @all
by startz
Tue Aug 31, 2021 6:31 am
Forum: Programming
Topic: Problem with FOR statement
Replies: 3
Views: 1127

Re: Problem with FOR statement

Do you have a matching

Code: Select all

NEXT
statement?
by startz
Fri Jul 02, 2021 2:07 pm
Forum: Program Repository
Topic: Journal for discussing software?
Replies: 0
Views: 1387

Journal for discussing software?

Suggestions for journals discussing software that economists use?
by startz
Tue Jun 08, 2021 3:30 pm
Forum: Data Manipulation
Topic: "integrate" a time series variable
Replies: 3
Views: 1178

Re: "integrate" a time series variable

Code: Select all

series summation = 0
smpl 2 @last
summation  = summation(-1) + x


maybe
by startz
Sun May 30, 2021 6:33 am
Forum: Estimation
Topic: GMM - counting of instruments
Replies: 6
Views: 1880

Re: GMM - counting of instruments

If you use all the independent variables as instruments, at least in a linear model, you basically get the least squares estimates.
by startz
Sat May 22, 2021 7:12 am
Forum: Estimation
Topic: GMM - counting of instruments
Replies: 6
Views: 1880

Re: GMM - counting of instruments

I may have read too quickly, but are all your independent variables also instruments in the first two?
by startz
Wed May 19, 2021 7:30 am
Forum: Econometric Discussions
Topic: Dependent Variable on the firm level and independent variables on the country level
Replies: 2
Views: 1924

Re: Dependent Variable on the firm level and independent variables on the country level

Nothing wrong with what you're doing.

Country level fixed effects would probably be a good idea.
by startz
Sun May 16, 2021 9:45 am
Forum: Estimation
Topic: Fixed Effects
Replies: 6
Views: 1836

Re: Fixed Effects

Seems like you're showing that profitability of the industry matters for profitability of the individual firm. Not too surprising.

None of this is a limitation of either the software or the estimation technique though.
by startz
Sat May 15, 2021 8:39 am
Forum: Estimation
Topic: Fixed Effects
Replies: 6
Views: 1836

Re: Fixed Effects

I have indeed interest rates for each year. These are the same for each company as I am using the 10Y bond rate. Just to make it clear, I am going for panel estimation, where I select fixed effects for both cross-section and period. With 2-way I get estimation output, with a sign.coefficient for in...
by startz
Sat May 15, 2021 7:09 am
Forum: Estimation
Topic: Fixed Effects
Replies: 6
Views: 1836

Re: Fixed Effects

Not quite sure what you did, but if you include time fixed effects and the interest rate is constant for each time period then the two are indeed perfectly multicollinear.
by startz
Wed May 12, 2021 2:21 pm
Forum: Econometric Discussions
Topic: Normalize data to normal distribution
Replies: 1
Views: 1403

Re: Normalize data to normal distribution

Could you explain a little more what you mean by normalizing a series, and perhaps why you want to do it?

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