After ignoring my school life for about a year, my academic performance was a mess. In order to graduate on time, I needed to finish several research within limited time. As a master student, I can’t just write papers based on basic regression. More complicated (or fancy) methods are expected. Fortunately, I think I met […]
Category: Economics
Three theories about Japanese economic
Preface: Today I want to summarize an academic article about Japanese economy, which called “Three theories”. The writer introduce readers three theories about why Japan was turned from prosperity to stagnation. Please help me correct my words. Thank you. 1.Robert Brenner held a view that “the capital accumulation and profitability of the system as a […]
1.Check the correlations QUICK–GROUP STATISTIC–CORRELATIONS 2.Run stepwise regression analysis 假设因变量是Y,常量C,解释变量X1,X2,X3,X4 详细的操作为: 1.Quick-Estimate Equation中先选择Method:STEPLS; 2.在Dependent Variable中输入Y,在List of search regressors中输入C X1 X2 X3 X4 3.特别要注意在Options中设置迭代中止条件Stopping Criteria,选择以显著性水平p值作为判别依据,假设检验水平为5%,设置两个值0.05和0.051。 4.Stepwise中选择向前还是向后根据你自己的需要。
Step.1 Estimate the equation as usual.(ls y c x) Step.2 Name the residual as E (genr e=resid) Step.3 View the residual Graph to detect auto-correlation Step.4 Do Serial Correlation LM Test to check the possibility of auto-correlation. Step.5 Estimate GLS equations by using the Cohrane-Orcutt method. 1) In order to get the ρ, estimate the […]