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Re: st: Model Selection and Choices

From   Robert A Yaffee <>
Subject   Re: st: Model Selection and Choices
Date   Wed, 27 Apr 2011 12:05:03 -0400

   You might try a BDS test.  Take a look at  
  -  Robert

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



----- Original Message -----
From: Muhammad Anees <>
Date: Wednesday, April 27, 2011 1:49 am
Subject: st: Model Selection and Choices

> 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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