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Re: st: Re: Regressing the Habit Persistence Model


From   Anders Alexandersson <andersalex@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Regressing the Habit Persistence Model
Date   Thu, 19 Aug 2010 16:48:12 -0400

Nabil, please provide a reference and/or a description of the "habit
persistence" model.
Are you referring to the -regress- command or to some other Stata
regression command?

Anders Alexandersson
andersalex@gmail.com

On Thu, Aug 19, 2010 at 4:19 PM, Nabil Hashmi
<nabil.hashmi@compasspartners.org> wrote:
> I am having difficulty regressing a habit persistence model in Stata,
> but I am having some difficulties. I am trying to replicate results
> from another study, so I would also like to have the rho and
> sigma-squared values included in the output of the regression so I can
> see if my results do replicate the initial findings. What is the best
> way to regress a habit persistence model in Stata? Thanks!
>
> --
> Nabil Hashmi
> Principal of Finance, Compass Partners | www.compasspartners.org
> Georgetown University | Walsh School of Foreign Service | Class of
> 2011 | International Political Economy
> (860) 944-7379
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