Search found 3 matches

by stepan
Sat Mar 16, 2019 5:10 am
Forum: Panel Data
Topic: pmg coefficients
Replies: 3
Views: 39851

Re: pmg coefficients

Thank you very much for your kind reply. Is there a way to use the estimated equation for forecasting?
Thanks again.
by stepan
Fri Mar 15, 2019 5:46 am
Forum: Panel Data
Topic: pmg coefficients
Replies: 3
Views: 39851

pmg coefficients

Hi Tom and hi everybody, I am new to Rats, I am wondering wheter it is possible, when applying the Pesaran, M.H.,Shin,Y.,Smith,R.,(1999) Pooled Mean Gropu estimation procedure, to get in a table both the long run coefficients and the individual specific short run coefficients and intercepts. Thank y...
by stepan
Thu Mar 07, 2019 10:08 am
Forum: Help With Programming
Topic: Model with panel equations
Replies: 0
Views: 5710

Model with panel equations

Hi everybody, I am a new Rats users so please accept my apologies for any imprecisions. I am trying to undestand whether it is possible, working with a panel dataset, to build a model with both estimated panel equations and identities which can be solved by Gauss-Seidel algorithm (or others) to get ...