Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限模型上连续追踪,发表了几篇经典文章,尤其是1999年的《Threshold effects in non-dynamic panels: Estimation, testing and...
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pre_1950_pc eststo clear eststo:xtdpdqml current_ee_gap_weight $controls1 year2-year13 , fe vce(robust) esttab using "result1.csv" , p star(+ 0.10 ** 0.05 *** 0.01) compress scalars(N r2_a) varwidth(25) cells(b(star fmt(%9.3f)) se(par)) mtitles("1" "2") replace 得到...
The majority of Stata's estimation commands share features that this chapter will not discuss; see [U] 20 Estimation and postestimation commands. Especially see [U] 20.22 Obtaining robust variance estimates, which discusses an alternative calculation for the estimated variance matrix (and hence ...
xtcse2 - Estimation of the exponent of cross-sectional dependence. An introduction into the topic can be found in my slides of the 2021 Stata Economics Virtual Symposium here. Table of Contents Syntax Description Options Econometric and Empirical Model Mean Group Common Correlated Effects Dynamic Co...
estimates store fe xtreg inv l.inv l.lev l.cash l.size l.ret l.age l.growth i.industry i.year,re estimates store re hausman fe re,constant sigmamore #通过豪斯曼检验后(即p值为0),使用固定效应回归 xtreg inv l.inv l.lev l.cash l.size l.ret l.age l.growth i.industry i.year,fe...
The estimators found in prais, arima, arch, arfima, and ucm are based on such a strategy. prais implements two such estimators: the Prais–Winsten and the Cochrane–Orcutt generalized least-squares (GLS) estimators. These estimators are GLS estimators, but they are fairly restrictive in that ...
and online ordering information can be found at www.stata.com/bookstore/ts.html. You can also order the manual using the enclosed bookstore order form.Time-Series Reference Manual, 2d ed Publisher: Stata Press Copyright: 2004 Pages: 390; paperback ISBN: 1-881228-86-X Price: $45.00 ...
On occasion, I will use an R function that is not available in Stata, such as XGBoost. In these cases I like to create an R environment that aligns with my Stata environment. Similar to Stata, R automatically runs .Rprofile upon launch (if found). This file is typically stored in ...
If df() is not specified (the default), m = m =the best 2 model is found and its fit is compared with that of the best 1 model. 20 Stata Technical Bulletin STB-21 fixpowers(fixlist) includes fractional power(s) of xvar corresponding to fixlist in every FP model fitted. This ...