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John Riveros started a topic Reporting an error with assumptions revision after VECM trend estimation.in GeneralReporting an error with assumptions revision after VECM trend estimation.
Greetings. I want to report an issue I've discover when estimating a VECM model with trend option, looks like when estimating the trend, the serial correlation...
 1 post

John Riveros replied to asdoc: version update  New features of font, table header formatting, etc. Export results to Word from Statain GeneralGreetings Dr Shah, VECM and VAR results cannot be displayed so easily in the current versions. It would be extremly useful to add this feature to asdoc...
 39 posts

Both variables are I(1), VECM doesn't show autocorrelation, also residuals are stationary. and model is stable. No inverse roots bigger than 1. The...
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No Cointegration with Johansen but VECM shows significant coefficient.
Greetings Stata Users.
I have one simple question. It exist cointegration betwen variables when the VECM model displays a significant long...Last edited by John Riveros; 17 Dec 2018, 18:57.
 3 posts

Greetings, As far as I understood your post, you're using lags in different orders to establish a stationary properties in the regression right? . Theory...
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John Riveros replied to Fixed Effects Regression (how to fix error:repeated time values within panel)in GeneralIt would be useful if you can put the Stata output of the error along with the command used.
Also the code of error that comes with the output....Last edited by John Riveros; 11 Dec 2018, 07:41.
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Henning, Dicky Fuller has the null hypothesis of unit roots. if the test of your pvalue equals to 0.0000 means you'll reject this H0. and accept by definition...Last edited by John Riveros; 11 Dec 2018, 07:36.
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if it helps on anything, this is the direct link of the help of ineqdeco which has a technical details section http://fmwww.bc.edu/repec/bocode/i/in...
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Well, i've just found in page 6 of the help vec command the example i was looking for. ( https://www.stata.com/manuals13/tsvec.pdf )
cointegration...
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you might as well type " help xtreg " in your stata command bar. or search topics related to panel regression.
A basic example...
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VECM  Johansen test and derivation of Cointegration Ecuation.
Greetings again Stata Users. I'm here with a probably dumb question, but stills a question.
How to derive from VECM regression using vec...
 2 posts

I've just run the command you gave me in order to establish the lag of dfuller test.
Code:Selectionorder criteria Sample: 1994  2017
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It's logical, yeah. However if standart errors do not change, logic says it wouldn't be necessary to use standart robust errors. But if they do change,...
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Stationary residuals. Spurious regression?
Greetings Stata Users.
I'm trying to estimate the public spending role over economic growth. So basically i'm using an inverse Wagner Law...
 6 posts

John Riveros replied to asdoc version 2.0 : An easy way of creating publication quality tables from Stata commandsin GeneralThis is a awesomely and helpful tool, thank you for sharing it.
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