differenced dependent variable

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mikenike
Posts: 7
Joined: Thu Mar 03, 2016 7:35 am

differenced dependent variable

Postby mikenike » Thu Mar 03, 2016 7:43 am

This is a simple question, sorry if it is naive. I am estimating:

y-y(-4) c x1(-4)

Do I write:

y-y(-4) c x1(-4)

or

y-y(-4) c x1 (if eViews changes the reference year by default)?

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: differenced dependent variable

Postby startz » Thu Mar 03, 2016 7:57 am

This is a simple question, sorry if it is naive. I am estimating:

y-y(-4) c x1(-4)

Do I write:

y-y(-4) c x1(-4)

or

y-y(-4) c x1 (if eViews changes the reference year by default)?
y-y(-4) c x1(-4)

mikenike
Posts: 7
Joined: Thu Mar 03, 2016 7:35 am

Re: differenced dependent variable

Postby mikenike » Fri Mar 04, 2016 8:39 am

Thank you so much startz!


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