![]() Table 12.1 Dependent Variable: log(chnimp) estout, cells(b(nostar fmt(2)) se(par fmt(3))) stats(rho N r2, fmt(%9.3f %9.0g %9.3f ) /// labels(rho Observations R-squared )) varlabels(_cons intercept) varwidth(20) ti(Table 12.1 /// Dependent Variable: log(chnimp)) local x "lchempi lgas lrtwex befile6 affile6 afdec6". Prais-Winsten Estimation in the Event Study. reg u lchempi lgas lrtwex befile6 affile6 afdec6 u_1 u_2 u_3 qui reg lchnimp lchempi lgas lrtwex befile6 affile6 afdec6. Testing for AR(1) Serial Correlation in the Minimum Wage Equation. Testing for AR(1) Serial Correlation in the Phillips Curve. * Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions. Introductory Econometrics: A Modern Approach. Log: ~Wooldridge\intro-econx\iexample12.smcl ![]() INTRODUCTORY ECONOMETRICS – REPLICATING EXAMPLES Chapter 12 – Serial correlation.
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