tag:blogger.com,1999:blog-2198942534740642384.comments2015-04-27T03:23:10.308-07:00Econometrics Beat: Dave Giles' BlogDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger2656125tag:blogger.com,1999:blog-2198942534740642384.post-61531671520871209232015-04-26T09:47:06.933-07:002015-04-26T09:47:06.933-07:00As a UVic economics grad who went on to graduate s...As a UVic economics grad who went on to graduate school, I always felt that there should be more of a focus on programming in undergrad econ. I agree that there is an accessibility issue, and it is tough to learn coding in one hour lab blocks, but I think the department would be serving its students quite well to make a programming course mandatory for the B.Sc. program, or maybe the Honours program. This would be helpful not only for prospective graduate students, but also those who want to boost their resume to work in industry.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-17476511093932055292015-04-25T19:37:34.018-07:002015-04-25T19:37:34.018-07:00Dear Prof and valued members
I employ a time seri...Dear Prof and valued members <br />I employ a time series data that to measure the impact of Time deposit interest rate, M/BV, and a dummy variable on banks liquidity as measured by customer deposit. however, after checking for unit root (ADF); I've found that the variable of time interest rate is stationary at level I(0), M/BV at the second difference I(2), the dummy at level I(0), and the dependent variable "customer deposit" is stationary at the first difference I(1). could you please tell me the best model for achieving that?د. محمد سامي الظهراويhttp://www.blogger.com/profile/04506504558169707678noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-28524215433551747212015-04-25T07:45:13.222-07:002015-04-25T07:45:13.222-07:00Ali - no, you won't have enough degrees of fre...Ali - no, you won't have enough degrees of freedom to do anything meaningful.Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-88491311004516655872015-04-25T03:10:46.524-07:002015-04-25T03:10:46.524-07:00Dear Prof.,
i would like to know if its possible ...Dear Prof.,<br /> i would like to know if its possible for to do the ARDL and VECM tests for 10 variables for annual data 28 years?<br /><br /> I truly appreciate you help.<br /><br />Best Regards<br />Ali AlshawafAli Alshawafhttp://www.blogger.com/profile/05417866400869494417noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-13847764867291349652015-04-24T09:36:33.772-07:002015-04-24T09:36:33.772-07:00dear sir,
in my modal, ect is negative but p-valu...dear sir, <br />in my modal, ect is negative but p-value is .25, what does it means? and what next step should be taken? thaksrajan phajuhttp://www.blogger.com/profile/17072684143511125868noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-8452412602212634302015-04-20T10:02:41.991-07:002015-04-20T10:02:41.991-07:00Dear Dave ! how we can forecast annual values fro ...Dear Dave ! how we can forecast annual values fro the future period in Eviews-9. <br />Please write a complete blog on forecasting techniques in E-Views by giving examples and showing E-Views work filesAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-51411321775595812152015-04-18T23:43:33.147-07:002015-04-18T23:43:33.147-07:00Dear Dr Giles
Could you please elaborate the proc...Dear Dr Giles<br /><br />Could you please elaborate the procedure to compute IRFs and Variance Decomposition in VARs with some numerical examples in your blog.<br /><br />Thanks.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-40615778984775034592015-04-18T20:21:29.861-07:002015-04-18T20:21:29.861-07:00You'll have to contact EViews - I don't wo...You'll have to contact EViews - I don't work for them!Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-40320310151842497772015-04-18T20:05:59.809-07:002015-04-18T20:05:59.809-07:00Can I get eview 9 demo since Apr.19? I have submit...Can I get eview 9 demo since Apr.19? I have submitted form but I didn't find any email reply.<br />Did you know how to get it?<br />Thank you very much! Hiển Bùi Quanghttp://www.blogger.com/profile/08854414660295795081noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-82272247415267611212015-04-18T14:50:55.628-07:002015-04-18T14:50:55.628-07:00I'm not aware if it is or not.I'm not aware if it is or not.<br />Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-41545981229578470632015-04-17T08:34:49.083-07:002015-04-17T08:34:49.083-07:00Thanks for the prompt reply!Thanks for the prompt reply!Tobiasnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-32295563665762019712015-04-17T08:26:45.482-07:002015-04-17T08:26:45.482-07:00Again, I believe so.Again, I believe so.Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-62353140236712044262015-04-17T01:22:48.055-07:002015-04-17T01:22:48.055-07:00Thanks for the reply!
Are the same assumptions su...Thanks for the reply!<br /><br />Are the same assumptions sufficient for inference with clustered standard errors?Tobiasnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-35353362632263573542015-04-16T08:11:39.705-07:002015-04-16T08:11:39.705-07:00Dear Dave
Thank you ofr all these explanations. H...Dear Dave<br /><br />Thank you ofr all these explanations. Howver, I would to ask you please how we can do short and long run multipliers graphics with Eviews.<br /><br />SincerelyAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-59513338508346873242015-04-16T00:51:20.352-07:002015-04-16T00:51:20.352-07:00Is it possible to use orthogonal regression to cal...Is it possible to use orthogonal regression to calculate the imputation of missing valuesAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-36895865765892197602015-04-15T23:46:25.483-07:002015-04-15T23:46:25.483-07:00You're subtracting the sample mean of the data...You're subtracting the sample mean of the data, not the population mean.Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-90982757879965916622015-04-15T19:57:47.645-07:002015-04-15T19:57:47.645-07:00Very interesting. But how do you interpret the est...Very interesting. But how do you interpret the estimated coefficients when the data is I(1), in which case subtracting the mean in nonsense?Frencholivierhttp://www.blogger.com/profile/04289580583184315386noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-29332547388651491362015-04-15T13:59:28.774-07:002015-04-15T13:59:28.774-07:00When both trend variables are restricted the resul...When both trend variables are restricted the results are r=0 47.72468 and r<=1 21.76171?<br /><br />Thanks! Your blog is very helpful!Paulonoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-9087721226942987282015-04-15T09:14:07.928-07:002015-04-15T09:14:07.928-07:00If you're using economic data it won't be ...If you're using economic data it won't be I(3).Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-57930751011003392452015-04-15T06:07:07.203-07:002015-04-15T06:07:07.203-07:00Anyone has the code to perform the test in R?Anyone has the code to perform the test in R?Paulonoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-78836086058676298192015-04-15T03:42:09.772-07:002015-04-15T03:42:09.772-07:00Hi
Can I use VECM if I have differenced with orde...Hi<br /><br />Can I use VECM if I have differenced with order 3? As in I(3)?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-66969890027779470082015-04-13T11:10:09.087-07:002015-04-13T11:10:09.087-07:00Yes, you certainly would.Yes, you certainly would.Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-50662297944138545962015-04-13T09:02:23.293-07:002015-04-13T09:02:23.293-07:00Hi Prof Giles, thanks for this post!
Just a quick...Hi Prof Giles, thanks for this post!<br /><br />Just a quick question, when using the formulas for interpreting the dummy variables, does the sign for c matter? i.e. if c is negative, would you include the sign in the formula or not?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-44629563730494447962015-04-12T16:27:30.629-07:002015-04-12T16:27:30.629-07:00Yes, highly!Yes, highly!Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-80317405349717727092015-04-12T14:57:39.620-07:002015-04-12T14:57:39.620-07:00the article is significant!!the article is significant!!Not Trampishttp://nottrampis.blogspot.com.aunoreply@blogger.com