The RATS Software Forum

Dear Tom:
problem solved with the new version "g"
Thanks Tom.

Dear Tom I have a Rats license, today I updated to the new version 10.00f. However, when running the FMOLS code (@panelfm) that I have been using, the procedure does not run and RATS sends me the following message: Program Bug:\C:\Standard\sources\category.cpp Line348 I tried to do fixed effects too...

1. Is there any compelling reason to believe that these series are cointegrated? 2. Is there any compelling reason to believe that these series are cointegrated, with rank one ? If they're not cointegrated, then you are doing a panel version of spurious regressions. If they're cointegrated, but of ...

TomDoan wrote:Both the coefficients and the t-stats are averages across sectors. If a set of coefficients takes both signs across sectors, the average t-stat could take a different sign than the average coefficient.

Thank you Tom

Best regards
Ramiro

Hello everyone, hello Tom. I am estimating a cointegration vector with the FMOLS procedure for panel data (@PANELFM) and I got the following results: @panelfm(det=trend, tdum, average=simple, lags=3, print=short) #vd alfa beta gama delta Mean Group Panel FM Estimation LHS Variable NO Individuals 19 ...

Hello everyone, hi Tom I am replicating the exercise of Pedroni (2007), "Social capital, barriers to production and Equity Equity: Implications for the Importance of Parameter Heterogeneity from a Nonstationary Panel Approach", Journal of Applied Econometrics, vol 22, no 2, 429-451. I am u...

TomDoan wrote:Use the @SWDOLS procedure which computes standard errors/covariance matrix.

To change the number of decimals, see https://estima.com/docs/RATS%2010%20Int ... df#page=23.

Thanks Tom

Hello everyone, hi Tom:

I have two questions about Dynamic OLS (DOLS) estimates (time series):

1.- How do I obtain the significance levels of Dynamic OLS estimates in RATS?

2.- How do I increment the decimal numbers after the point in the Dynamic OLS (DOLS) results?

Best regards

Ramiro

Hi everyone,
I am using the fully-modified OLS (FMOLS) method in time series and I have a question about what type of Kernel uses the Rats software to calculate the long-run variance.
Is it Bartlett's Kernel?

Best regards
Ramiro