similar to: Constructing a VAR model using dse

Displaying 8 results from an estimated 8 matches similar to: "Constructing a VAR model using dse"

2013 Oct 19
2
ivreg with fixed effect in R?
I want to estimate the following fixed effect model: y_i,t = alpha_i + beta_1 x1_t + beta_2 x2_i,tx2_i,t = gamma_i + gamma_1 x1_t + gamma_2 Z1_i + gamma_3 Z2_i I can use ivreg from AER to do the iv regression. fm <- ivreg(y_i,t ~ x1_t + x2_i,t | x1_t + Z1_i + Z2_i, data = DataSet) But, I'm not sure how can I add the fixed effects. Thanks! [[alternative HTML
2004 Apr 16
2
regression and dw
Dear R People: Suppose we have a regression model that we will call y.lm We run the Durbin Watson test for autocorrelation and we find that there is positive autocorrelation, and phi = 0.72, say. What is our next step, please? Do we calculate the following yprime_t = y_t - 0.72y_t-1, x1prime_t = x1_t - 0.72x1_t-1, and so on, and re-fit the linear mode? I haven't done this in a while.
2004 Aug 31
1
ssh / ssh-agent hang on exit
Hi :-) we use ssh-agent, on exit it hangs # ^D unset SSH_AUTH_SOCK; unset SSH_AGENT_PID; echo Agent pid 15151 killed; :-( under OpenSSH_3.6.1p2 we have no problems with the agent. Frank client putty OS Solaris8 _______________________________________________________ WEB.DE Video-Mail - Sagen Sie mehr mit bewegten Bildern Informationen unter: http://freemail.web.de/?mc=021199
2004 Jun 29
0
2.2.9, reported name under xp
Hi, if mapping a 2.2.9 share under xp pro und choosing properties the reported name isn't correct. The name of the same share mapped on w2k is correct. Both systems have installed all available ms updates and patches. Both systems are german versions. Is this a samba are windows bug? Please take a look at http://www.eisfair.org/download/tombork/test/label.JPG smb.conf: [global]
2003 Mar 25
29
Intelligent P2P detection
Probably, I''m not the first one who needs solve problem with p2p. Because, large part of my traffic is eaten by p2p software like KazAA, e-mule, Direct Connect etc, I''m looking for the way of detection of such traffic and marking it. However simple way with for instance 1214 port for KazAA doesn''t work because this software uses floating port technology. This traffic can
2008 Jan 14
1
Problems with forms
hello all i''m a newbie on mechanize, but already had some success. But now i''m in a real problem : The following HTML-Code is not parsed corect, not all form element are found. I''can''t change the server-code. How to fix ? HTML-Site ------X-----------------------------------------------------------------------X- <!DOCTYPE HTML PUBLIC "-//W3C//DTD
2013 Aug 29
0
[linux-linus test] 18805: regressions - FAIL
flight 18805 linux-linus real [real] http://www.chiark.greenend.org.uk/~xensrcts/logs/18805/ Regressions :-( Tests which did not succeed and are blocking, including tests which could not be run: test-amd64-i386-rhel6hvm-amd 7 redhat-install fail REGR. vs. 12557 test-amd64-i386-pair 17 guest-migrate/src_host/dst_host fail REGR. vs. 12557 Regressions which are regarded as
2013 Aug 29
0
[linux-linus test] 18844: regressions - FAIL
flight 18844 linux-linus real [real] http://www.chiark.greenend.org.uk/~xensrcts/logs/18844/ Regressions :-( Tests which did not succeed and are blocking, including tests which could not be run: build-i386 4 xen-build fail REGR. vs. 12557 Tests which did not succeed, but are not blocking: test-amd64-amd64-xl-pcipt-intel 9 guest-start fail