Sorry all,
That was a note to Dave Greenberg, which was inadvertently
directed to the statalist
- Bob Yaffee
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: Robert A Yaffee <[email protected]>
Date: Monday, May 15, 2006 10:16 pm
Subject: st: Book
> 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/
>
*
* For searches and help try:
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