Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Model Selection and Choices


From   Robert A Yaffee <[email protected]>
To   [email protected]
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 <[email protected]>
Date: Wednesday, April 27, 2011 1:49 am
Subject: st: Model Selection and Choices
To: [email protected]

> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index