Search found 3695 matches

by startz
Sun May 16, 2021 9:45 am
Forum: Estimation
Topic: Fixed Effects
Replies: 6
Views: 173

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: 173

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: 173

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: 202

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?
by startz
Tue May 11, 2021 5:58 am
Forum: General Information and Tips and Tricks
Topic: How to enter data into a panel workfile.
Replies: 226
Views: 349178

Re: How to enter data into a panel workfile.

Make a spool and then save the spool.
by startz
Wed May 05, 2021 1:46 pm
Forum: Econometric Discussions
Topic: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
Replies: 4
Views: 365

Re: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities

If your Y variable can affect your X variable you should use GMM. GMM can also handle heteroskedasticity and autocorrelation.
by startz
Sun May 02, 2021 5:25 pm
Forum: Programming
Topic: saving all equations as tables in a workfile
Replies: 7
Views: 462

Re: saving all equations as tables in a workfile

You might try saving the tables in a spool and then saving the spool in .rtf format.
by startz
Sat Apr 24, 2021 7:41 am
Forum: Estimation
Topic: Forecasting Ridership Data
Replies: 7
Views: 411

Re: Forecasting Ridership Data

@weekday gives the day of the week. You probably want to use the ls command to specify an ARIMA or other model including dummy variables for the day of the week or for the season of the year.
by startz
Sat Apr 24, 2021 7:00 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 7451

Re: normalize a group of variables

Look at @meansby()
by startz
Sat Apr 24, 2021 6:59 am
Forum: Estimation
Topic: Forecasting Ridership Data
Replies: 7
Views: 411

Re: Forecasting Ridership Data

EViews can do seasonal arima, although I think you have to give a specification rather than use the automatic feature. You can also use dummy variables for seasons. While I don't know much about traffic, from your graph I have a suspicion that the idea "weekend" and "holiday" mig...
by startz
Fri Apr 23, 2021 7:33 am
Forum: Estimation
Topic: Forecasting Ridership Data
Replies: 7
Views: 411

Re: Forecasting Ridership Data

Statistics is never as good as knowing about the subject. Using an ARIMA model just forecasts based on previous values. You need to bring your civil engineering knowledge to bear.

What do you think is wrong with the forecast?
by startz
Thu Apr 22, 2021 6:07 pm
Forum: Estimation
Topic: forecast question
Replies: 2
Views: 253

Re: forecast question

Diolch
by startz
Thu Apr 22, 2021 3:39 pm
Forum: Estimation
Topic: forecast question
Replies: 2
Views: 253

forecast question

If you regress

Code: Select all

ls log(y) c x


and do a forecast for y do you just get exp(c+beta*x) or is an adjustment made to get an unbiased forecast including the exponentiated error term?

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