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by startz
Fri Jul 02, 2021 2:07 pm
Forum: Program Repository
Topic: Journal for discussing software?
Replies: 0
Views: 326

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: 543

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: 1142

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: 1142

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: 1369

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: 1023

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: 1023

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: 1023

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: 869

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: 360372

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: 1140

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: 1369

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: 1319

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.

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