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st: survival analysis
my name is Sue from Malaysia
i am now doing my thesis tittle" Detecting rational
Speculative Bubbles in Bursa Malaysia"
I am employ Duration dependence test by using weibull
hazard model.and i am using Stata Software (survival
I wan to see..how long the excess return(bubble) will
the theory said.. the longer the bubble persist the
lower the hazard probability of crash...and the probability of run
end should decrease with the run length
so..when there is a bubble in that particular
year..they will give decreasing hazard rate..
can you help me to do the data entry
procedures...what should i put in the first Var, second var and
really need your help sir..
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