Forum: help
Monitor Forum | Start New ThreadRE: MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-07-02 08:55 | [forum:46821] |
Good morning, Thank you for everything. Best, |
RE: MicEconCES stationnarization [ Reply ] By: Arne Henningsen on 2019-07-01 14:09 | [forum:46818] |
The P-value of which test do you mean? |
RE: MicEconCES stationnarization [ Reply ] By: Arne Henningsen on 2019-07-01 14:08 | [forum:46817] |
As the CES function is non-linear, you first-differencing does not work, because first-differencing of the explanatory variables does not result in first-differencing of the dependent variable. |
RE: MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-07-01 10:21 | [forum:46814] |
For the significancy of estimations I mean the p-value |
RE: MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-07-01 10:21 | [forum:46813] |
I mean log differencing. Usually, when one wants to perform a regression, one should stationnarise data in order to pull out the growth trend. |
RE: MicEconCES stationnarization [ Reply ] By: Arne Henningsen on 2019-06-21 04:34 | [forum:46810] |
The null hypothesis of which test do you mean? |
RE: MicEconCES stationnarization [ Reply ] By: Arne Henningsen on 2019-06-21 04:33 | [forum:46809] |
What do you mean by "significancy of estimations"? |
RE: MicEconCES stationnarization [ Reply ] By: Arne Henningsen on 2019-06-21 04:31 | [forum:46808] |
What do you mean by "stationnarize"? |
RE: MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-05-31 10:59 | [forum:46780] |
what is the null hypothesis in micEconCES? Thanks |
RE: MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-05-28 15:36 | [forum:46776] |
Is the significancy of estimations are important? My first guess would be yes. But I see a lot of papers not talking about that significance (Shen et Whalley, 2013; Henningsen et al., 2018). All that maters is the R squared and literature estimates apparently. Why is that? Thank you in advance |
MicEconCES stationnarization [ Reply ] By: Darius Ma on 2019-05-21 07:50 | [forum:46752] |
Good morning, Does the routines stationnarize automatically the time series, or do I need to do it before entering my data ? Thank you, Best regard. |