Displaying 2 results from an estimated 2 matches for "tax1".
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2011 Aug 01
1
ivreg and structural change
...estion: 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, something weird happened with the several tests in
package "strucchange". For example:
cusum <- efp(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,
type="OLS-CUSU...
2012 Jun 24
2
Defining multiple variables in a loop
...et(OECDFiscal2, Country == 3))
exp1 <- as.matrix(sample(country1$lagexpVSgdp, size =
(nrow(country1)), replace = T))
exp2 <- as.matrix(sample(country2$lagexpVSgdp, size =
(nrow(country2)), replace = T))
exp3 <- as.matrix(sample(country3$lagexpVSgdp, size =
(nrow(country3)), replace = T))
tax1 <- as.matrix(sample(country1$lagtaxVSgdp1, size =
(nrow(country1)), replace = T))
tax2 <- as.matrix(sample(country2$lagtaxVSgdp1, size =
(nrow(country2)), replace = T))
tax3 <- as.matrix(sample(country3$lagtaxVSgdp1, size =
(nrow(country3)), replace = T))
gdp1 <- as.matrix(sample(count...