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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:
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* http://www.ats.ucla.edu/stat/stata/