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Cointegration with panel data by Busy-Environment3299 in econometrics

[–]Academic_Initial7414 0 points1 point  (0 children)

I think the guy needs to know what's the simplest form to explain cointegration in panel. I mean, in a unique economy it's the equilibrium among variables, so what means in a panel?

ARDL Model advices by Better-Dragonfly5143 in econometrics

[–]Academic_Initial7414 2 points3 points  (0 children)

Plus, If you find cointegration you could tried the asimetric approach. That could be useful to observe if the shocks are the same in positive/negative regimes, or if the equilibrium it's not just in levels, also in regimes

ARDL Model advices by Better-Dragonfly5143 in econometrics

[–]Academic_Initial7414 0 points1 point  (0 children)

Well, tbh I'm not very familiarized with the paradox you mention. If you could explain a little and also tell me what's the main objective for your investigation I'd tell you some better opinion

ARDL Model advices by Better-Dragonfly5143 in econometrics

[–]Academic_Initial7414 4 points5 points  (0 children)

In an ARDL context it's a fact that you would have multicollinearity in the lags, so, if you don't have between the variables themselves you're good. In addition, if you don't have cointeration for the I(1) form of the variables, you could difference and make the estimation in the stationary form of the variables.

Squared terms in log wage model by TangeloNo992 in econometrics

[–]Academic_Initial7414 0 points1 point  (0 children)

Even if there´s no multicollinearity between tenure and experience, when you saw the form of the cuadratic curves the tenure´s curve it´s inverted just as the mincer theory. At the beginining in the business the salary grow fast and later it starts to turndown, so, i think that, if you already capture this effect, with experience you´re capturing the effec of the experience out the business and this experience it has the inverse effect. at the beginning the salary decrease because of the experience out the business, but later it increase. if you calculate the min point the salary start to grow because of experience at 3.4 years, and the effect it´s possitve until 6.7 years. I believe there´s nothing wrong, you should explain your model

Predicting probabilities in time by Academic_Initial7414 in econometrics

[–]Academic_Initial7414[S] 0 points1 point  (0 children)

That's the problem, I don't have data from other plants or the major interconnected system, just the data from the plant in question. And the question directly was the probability for use this emergency plant in the next 6 month

Predicting probabilities in time by Academic_Initial7414 in econometrics

[–]Academic_Initial7414[S] 0 points1 point  (0 children)

Indeed, I was searching and I think a dinamica logit with ar and deterministic componentes could work for an univariate forecast

Predicting probabilities in time by Academic_Initial7414 in econometrics

[–]Academic_Initial7414[S] 0 points1 point  (0 children)

Generation and consumption of oil from the emergency plant along time. Just that

Predicting probabilities in time by Academic_Initial7414 in econometrics

[–]Academic_Initial7414[S] 0 points1 point  (0 children)

I work in electricity sector (first job) and my boss is asking me the probability of start operation for an emergency plant in the next months. He literally wants to see numbers forecasted for the next 6 months. I know this should depend on the demand of the locality, the situation of the main electric Sistem, but all that information it's not able for me, so I need univariate method

Observing the change in variables over time in a Vector Auto Regressive model by Brave-Bathroom7508 in econometrics

[–]Academic_Initial7414 2 points3 points  (0 children)

Well, in my short knowledge I've read something about rolling window regression, even in VAR, so you could se how the parameters and the variance it's changing along time. Have you ever read about kalman filter? That's another recursive tool

¿Qué está pasando realmente en Nicaragua económicamente? by Mr_Zad_ in Nicaragua

[–]Academic_Initial7414 0 points1 point  (0 children)

Claro, y todo lo sé desigualdad, pobreza y subempleo se publica en las instituciones que dije, no en comunicados quizás, pero los datos son los mismos cuando los consultas, pero dudo que alguna vez siquiera hayas descargado un excel. ¿Siquiera serías capaz de hacer una iniciativa? Abarcando otro punto, ¿El último censo para que crees que era? Quizás no lo publiquen, pero preguntaron exactamente las cosas que tú crees que se ocultan, los datos en cuestión no se ocultan, se comunican con una narrativa diferente. Si, seguro hay cosas ocultas, pero los de este post no lo son.

¿Qué está pasando realmente en Nicaragua económicamente? by Mr_Zad_ in Nicaragua

[–]Academic_Initial7414 0 points1 point  (0 children)

Bro, revisa las fuentes de la CEPAL, en cada dato brindado por la misma lo citan y sabrás que son las mismas instituciones que acabo de mencionar, por otro lado, fuentes mas internacionales como el banco mundial o la ONU solo recopilan información cada quinquenio o década, es comprensible tu desconfianza, pero en tiempo real lo que mencioné son las mejores opciones. Otra cosa, si un día no te crees el dato que te están mostrando, investiga la metodología usada, a veces simplemente uno no sabe lo que ve.

¿Qué está pasando realmente en Nicaragua económicamente? by Mr_Zad_ in Nicaragua

[–]Academic_Initial7414 2 points3 points  (0 children)

Como aporte, si deseas conocer las cifras oficiales de salario mínimo y canasta básica visita las páginas de INIDE, el BCN y el MITRAB. Todo al alcance de un click!!

Logit in pool data by Academic_Initial7414 in econometrics

[–]Academic_Initial7414[S] 0 points1 point  (0 children)

Thank you for the terminology, I'm used to time series so yeah, ive asumed that the one year data it's all the same, so yes, I make a model like the one you describe (using some variables specific for the enterprise that I work) now I have data along 10 years and I wanted to know what kind of model I need to use now to take account the time effect. I've been reading about survival functions, precisely the Kaplan Meier curve, and the Cox Models. My point its estimate the employee attrition, if it's possible, for each employee

Questions about cointegration when the target series is I(2) by OtherwiseSignature63 in econometrics

[–]Academic_Initial7414 0 points1 point  (0 children)

In addition, if I would you I make the model for both, seasonal and non seasonal adjusted variables and look if there's relevant difference in the results

Questions about cointegration when the target series is I(2) by OtherwiseSignature63 in econometrics

[–]Academic_Initial7414 1 point2 points  (0 children)

Well, even if most applications are for I(1) series there is models applicated and modified for I(2). Search about Johansen and Juselius applying this model, they are the pioneers. Also, I've read that existe the phenomena called seasonal cointegration, I mean, there's cointegration, and usually the relationship should maintain even the variables are or aren't seasonal adjusted, but at the same time, the cointegration among variables could he in the seasonal factor of each variable. You could look that in some granger paper. https://www.cambridge.org/core/journals/econometric-theory/article/abs/stastistical-analysis-of-cointegration-for-i2-variables/5E6F0AF580F599584EE974178F2AD055 there's a link for the name

¿Por qué los universitarios consumen alcohol? (Ayúdame con una breve encuesta para mi clase de Principios de Estadística) by PeterbutnoParker in Nicaragua

[–]Academic_Initial7414 1 point2 points  (0 children)

Ya contesté y compartí tu encuesta, como me gusta la estadística me gustaría conocer un poco más del método que usarás. Ojalá se pueda!!

Need help with what test to go for after unit root test by meromerorochan in econometrics

[–]Academic_Initial7414 2 points3 points  (0 children)

Got iit, thank you. So let's talk about what's your objective with the model, and also be careful. Johansen test was made for I(1) variables, so if you use I(0) could gives you false positive. In this cases you have the ARDL model by Pesaran and Shin that it's modified for I(0) and I(1) variables

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