Dave,
I hope to have the proofreading of the book done in a few weeks.
It's already 523 pp. I have written programs in Stata to do
ARIMA forecast evaluation and GARCH forecast evaluation as well
as with Brian Poi of Stata preparing a program to do automatic
ARIMA intervention detection and modeling.
Moreover, there is a program for each chapter that runs all the
output and generates all of the graphs in sequence for that chapter.
I have included questions, problems, and data sets. I have answered
the even-numbered questions in the back of the book.
So it goes. I hope it will be out this summer.
Best,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: David Greenberg <[email protected]>
Date: Wednesday, August 4, 2004 6:59 pm
Subject: Re: st: Hausman test
> Try doing the estimation of the two models in the opposite order.
> David Greenberg, Sociology Dept., New York University
>
> ----- Original Message -----
> From: Andrea Molinari <[email protected]>
> Date: Wednesday, August 4, 2004 6:22 am
> Subject: st: Hausman test
>
> > Dear all,
> > When estimating a Hausman test between fixed and random effects
> > models for a
> > subsample, I got a negative chi2 value (!) together with the
> following> message:
> >
> > model fitted on these data fails to meet the asymptotic
> > assumptions of the
> > Hausman test; see suest for a generalized test
> >
> >
> > but I could not implement suest for panel. Does anyone have a
> hint
> > on how to
> > do this?
> >
> >
> >
> > Thanks!
> >
> >
> > Andrea
> >
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
