Hi
I am want to replicate Chinn(2006) "the (partial) rehabilitation of interest rate...". Can anyone show me how to run fixed effects regression in constrained panel.
Search found 4 matches
- Fri Jan 21, 2011 3:50 am
- Forum: Panel Data
- Topic: Fixed effects regression
- Replies: 1
- Views: 6791
- Fri Mar 05, 2010 6:15 am
- Forum: General Econometrics
- Topic: number of lags in OLS using Neweywest correction
- Replies: 1
- Views: 6461
number of lags in OLS using Neweywest correction
Hi Tom
I am running simple OLS estimator with robusterrors option.
LINREG(ROBUSTERRORS,LAGS=???,LWINDOW=NEWEYWEST) Y
# Constant X
Could you please let me know how to choose lag length?
Thank you very much
I am running simple OLS estimator with robusterrors option.
LINREG(ROBUSTERRORS,LAGS=???,LWINDOW=NEWEYWEST) Y
# Constant X
Could you please let me know how to choose lag length?
Thank you very much
- Sun Jan 31, 2010 8:12 pm
- Forum: Data: Reading, Writing, Transforming
- Topic: Convert quarterly data to monthly data
- Replies: 7
- Views: 18174
Convert quarterly data to monthly data
I have quartely data on GDP. Could anyone advise me how to change to monthly data?
Thank you very much
Thank you very much
- Tue Jan 05, 2010 4:10 pm
- Forum: Examples and Sample Code
- Topic: Diebold, Rudebusch & Aruoba (2006)—Dynamic Latent Factors
- Replies: 13
- Views: 26143
Re: Dynamic Latent Factor Model
Thank you very much Tom
Could you please advise me
What are cu pi ffr ?
and, How can I save the loading i.e. Lt,St, and Ct for each point of time in an excel file?
I look forward to hearing your relpy.
All the best
Could you please advise me
What are cu pi ffr ?
and, How can I save the loading i.e. Lt,St, and Ct for each point of time in an excel file?
I look forward to hearing your relpy.
All the best