The RATS Software Forum

Dear Sir
I have 9 years data for 5 banks. Thus 45 observations. I want to know what is the minimum number of observations required to estimate fixed effect model so that one is confident about coefficients. Thanks

Tahir

Thank you Sir

Dear All I am estimating 3 equations simultaneously through GMM. Time series data, of course, for a single country. Don’t confuse it with panel or cross section. Estimation for a single country time series. My question is (1) do I need to check that error term of the first equation is correlated wit...

Dear Sir I am estimating an OLS regression, dependent variable is inflation, explanatory variables include usual controls and exchange rate, data is monthly, from 1999 to 2009, all variables are stationary, coefficients are signigicant, regression passes usual Bruesch-Godfrey LM test, ARCH Test, Ram...

Dear Sir
If the distance of upper and lower band of confidence interval from the impulse response is not same (spread is not normal) what could be the reason and how to solve the problem. (case under discussion is SVAR).

Thanking you in advance.

Dear Sir Thanks for your reply I have some other queries I would like to know your opinion about lag order. I have monthly data ( 132 observations), estimating SVAR (7 variables; 7x7), likelihood ration test recommends 6 lags, Final Predictor Errors test (FPE) and Akaike Information Criterion (AIC) ...

Dear Sir

Thank you very much for the response.

My query is the Confidence Interval Bands that MONTESVAR command gives, Is it 95 Percent C.I.?

Thanking you in advance.

Dear Sir

Thank you very much for your response.
Would you please just confirm the procedure that I adopt: First I estimate the coefficients with CV model, then I put that identification scheme in the montesvar model.

Query; Is this procedure right one?

Thank you very much in advance.

Dear Sir I adopt the following procedure, First I estimate the coefficients with CV model, then I put that identification in the montesvar model. The first case gives me coefficeints, loglikelihood, chisquare and significance level, the second case does not give significance level. Please see the at...

Dear Sir Thank you very much for the response, it gives 7x7 graph now. But I have an other Query Montesvar command always gives me the same(identical) Impulse responses (IRs) even if I change the identification scheme. For example, estimating two identification schemes, one with nfree=13 the other w...

Dear All After estimation of structural VAR in the following way dec frml[rect] afrml nonlin g25 g34 g42 ... frml afrml = ||1.0 ... .... compute g25=g34=g42=........=0.0001 cvmodel(a=afrml,...... ) %sigma Query 1. Is the following command for the computation of Structural Variance decomposition and ...