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RE: 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.

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