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Re: st: Book


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Book
Date   Mon, 15 May 2006 22:19:28 -0400

Sorry all,
 That was a note to Dave Greenberg, which was inadvertently
directed to the statalist
- Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Robert A Yaffee <bob.yaffee@nyu.edu>
Date: Monday, May 15, 2006 10:16 pm
Subject: st: Book

> Dave,
> I hope to have the proofreading of the book done in a few weeks.
> It's already 523 pp. I have written programs in Stata to do
> ARIMA forecast evaluation and GARCH forecast evaluation as well
> as with Brian Poi of Stata preparing a program to do automatic
> ARIMA intervention detection and modeling.
> Moreover, there is a program for each chapter that runs all the
> output and generates all of the graphs in sequence for that chapter.
> I have included questions, problems, and data sets.  I have answered
> the even-numbered questions in the back of the book.  
> So it goes. I hope it will be out this summer.
>    Best,
>      Bob
> 
> 
> Robert A. Yaffee, Ph.D.
> Research Professor
> Shirley M. Ehrenkranz
> School of Social Work
> New York University
> 
> home address:
> Apt 19-W
> 2100 Linwood Ave.
> Fort Lee, NJ
> 07024-3171
> Phone: 201-242-3824
> Fax: 201-242-3825
> yaffee@nyu.edu
> 
> ----- Original Message -----
> From: David Greenberg <dg4@nyu.edu>
> Date: Wednesday, August 4, 2004 6:59 pm
> Subject: Re: st: Hausman test
> 
> > Try doing the estimation of the two models in the opposite order. 
> > David Greenberg, Sociology Dept., New York University
> > 
> > ----- Original Message -----
> > From: Andrea Molinari <A.Molinari@sussex.ac.uk>
> > Date: Wednesday, August 4, 2004 6:22 am
> > Subject: st: Hausman test
> > 
> > > Dear all,
> > > When estimating a Hausman test between fixed and random effects 
> > > models for a
> > > subsample, I got a negative chi2 value (!) together with the 
> > following> message:
> > > 
> > > model fitted on these data fails to meet the asymptotic 
> > > assumptions of the
> > > Hausman test; see suest for a generalized test
> > > 
> > > 
> > > but I could not implement suest for panel. Does anyone have a 
> > hint 
> > > on how to
> > > do this?
> > > 
> > > 
> > > 
> > > Thanks!
> > > 
> > > 
> > > Andrea
> > > 
> > > 
> > > 
> > > 
> > > *
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> > > 
> > 
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> > 
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