Displaying 4 results from an estimated 4 matches for "cdshikida".
2013 Mar 19
0
Epple and McCallum TSLS example
...ibrary with the corresponding "Conditional Ivreg" in R?
I couldn't find it in "sem" or "systemfit".
Any tip would be great
Thanks a lot for your time and attention,
Claudio D. Shikida
Obrigado / Thanks for your time and attention.
Claudio D. Shikida
http://www.cdshikida.net and http://works.bepress.com/claudio_shikida/
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2012 Oct 24
0
Five cases of the Multivariate VECM
Hello,
I was studying several packages related to time series analysis (urca,
vars, tseries). I understand that we can estimate a VECM and also test
restrictions on alphas and betas. However, I couldn't find a function that
allows me to specify the five cases of VECM (restricted constant,
unrestricted constant, restricted and unrestricted trend and no constant).
Is there any function that
2010 Oct 19
1
package vars doesn´t working
Hello,
I was using R (v.2.11.1, 32 bits) and I did the upgrade to R (v.2.12.0, 64
bits). I followed the instructions in R´s FAQ (What´s the best way to
upgrade, question 2.8) and updated my packages. However, now, I can´t use
the library "vars". When I call it, there is an error message concerning the
package "MASS" which couldn´t be updated because it seems to be no more
2011 Aug 01
1
ivreg and structural change
Hello,
I am looking for some help with this question: how could I test structural
breaks in a instrumental variables´s model?
For example, I was trying to do something with my model with three time
series.
tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+
lag(l_x1, -1)+lag(l_x1, -2)+lag(l_y, -1)+lag(l_y, -2), data=tax1)
summary(tax_ivreg)
## after estimating it,