Re: Structural vector autoregression models
Each IRF graph plots the response of a variable to an orthogonalized impulse, correct? but the labels above each graph only refer to variables, e.g. "order1, ffr, inflation".I understand that in this...
View ArticleRe: Probability differences and odds ratios measure conditional-on-covariate...
Dear Mr Drukker, can you please provide the (simulated) data so we, as readers of your great blog, can exercise your examples too (or the syntax with which the data can be simulated)?
View ArticleRe: Use poisson rather than regress; tell a friend
what is the most appropriate way to cite this blog post?
View ArticleRe: Use poisson rather than regress; tell a friend
Gould, William.22 August 2011. "Use poisson rather than regress; tell at friend" at _The Stata Blog_, "http://blog.stata.com/2011/08/...".
View ArticleRe: Fixed effects or random effects: The Mundlak approach
Hi. I wonder to know is the Mundlak (1978) procedure to control for level 2 endogeneity has been extended to a 3-level multilevel model in a longitudinal setting (namely, time is the first level of the...
View ArticleRe: Multilevel linear models in Stata, part 2: Longitudinal data
Hi. I wonder to know is the Mundlak (1978) procedure to control for level 2 endogeneity may been extended to a 3-level hierarchical model in a longitudinal setting. The case is as follows: time is the...
View ArticleRe: Structural vector autoregression models
Hi David, after the first SVAR you explain that: "... The unemployment rate will decline slightly on impact after an inflation shock... Meanwhile, the interest rate will rise in response to a rise in...
View ArticleRe: Comments are now open!
I am trying to run bayerhanck combined cointegration test but I keep receiving the error below:file c:\ado\plus/b/NullDistr.dta not foundr(601);Any help?
View ArticleRe: Introduction to Bayesian statistics, part 1: The basic concepts
Thanks good start let's keep this going I think I might dust off my Stata and bring it back to life !
View ArticleRe: Introduction to Bayesian statistics, part 1: The basic concepts
We are pleased to invite you to join the Facebook group “j-ISBA”. The purpose of this group is to bring together “young” (not-so-young are welcome as well) Bayesian statisticians (not-so Bayesian are...
View ArticleRe: Introduction to Bayesian statistics, part 1: The basic concepts
how can find next part?
View ArticleRe: Introduction to Bayesian statistics, part 1: The basic concepts
please! add a print option to the posts.
View ArticleRe: How to successfully ask a question on Statalist
Hello. I am not sure if the data I am working on are pooled cross section or panel data.The database includes 60 national elections of 14 countries in which non-residents were allowed to vote. The...
View ArticleRe: Gelman–Rubin convergence diagnostic using multiple chains
Hey, Is there a treshhold value for the gelman diagnostics when you should start worrying about convergence (like you mention 1.1)?
View ArticleRe: Understanding truncation and censoring
very nice and clear - thank youa couple of requests for follow-up blogs:1. there are other ways to deal with censoring caused by limits of detection; a comparison, including the use of multiple...
View ArticleRe: Understanding truncation and censoring
Thank you, Rich, those are definitely interesting topics, and survival analysis is one of my favorite fields, so I'll keep all this in mind.
View ArticleRe: Unit-root tests in Stata
How can we test if a series behaves partially as a unit root and partially not? Example is the data series of Y behaves stationary between 1970 to 1995 and then unit root til 2016. Does it make a...
View ArticleRe: Automating web downloads and file unzipping
Steve got the answer to his question by Andrew at http://www.andrewdyck.com/down...
View Article