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Re: st: Model Selection and Choices


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Model Selection and Choices
Date   Wed, 27 Apr 2011 12:05:03 -0400

Muhammad,
   You might try a BDS test.  Take a look at
http://isi.cbs.nl/iamamember/CD2/pdf/98.PDF.  
  -  Robert

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

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Muhammad Anees <aneesmkhattak@gmail.com>
Date: Wednesday, April 27, 2011 1:49 am
Subject: st: Model Selection and Choices
To: statalist@hsphsun2.harvard.edu

> Hi All!
> 
> I have a straight question on time series modelling. I have a 37 years
> annualized time series data on five variables. I want to check if
> linear or non linear modelling would be best in my case. Is there any
> way using stata to obtain results and to select model that best
> reflects my specific time series data.
> 
> -- 
> Muhammad Anees
> MSc in Economics
> The University of Sheffield
> United Kingdom
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