Ok, here is my question. I have a data frame that looks like this:
yx1 x2 (say, age)x3
yes car 23 catholic
no bus34 muslim
maybe bus16 jew
You see, the multinomial dependen
Hello,
I am trying to replicate the "missing example" of a TSLS estimation in
Epple & McCallum (link below)
http://wpweb2.tepper.cmu.edu/facultyadmin/upload/ppaper_32774807225408_Epple-McCallum93.pdf
According to them, the commands are in:
http://www.tepper.cmu.edu/faculty-research/faculty-page
Hello,
I was studying several packages related to time series analysis (urca,
vars, tseries). I understand that we can estimate a VECM and also test
restrictions on alphas and betas. However, I couldn't find a function that
allows me to specify the five cases of VECM (restricted constant,
unrestri
Hello,
I am looking for some help with this question: 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)+l
Dear prof. Pfaff,
Your answer just solved my problem. I removed the MASS package and just
reinstalled urca package. Now everything is ok.
Thank you so much for your time and attention.
Claudio
On Tue, Oct 19, 2010 at 5:27 AM, Pfaff, Bernhard Dr. <
bernhard_pf...@fra.invesco.com> wrote:
> Dear
Hello,
I was using R (v.2.11.1, 32 bits) and I did the upgrade to R (v.2.12.0, 64
bits). I followed the instructions in R´s FAQ (What´s the best way to
upgrade, question 2.8) and updated my packages. However, now, I can´t use
the library "vars". When I call it, there is an error message concerning
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