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Search options user 23694
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Econometrics is the application of statistical methods to economic data for various purposes such as of testing hypotheses, infering causal relationships and forecasting future trends. Only use this tag for questions relating to the theoretical aspect of an econometric technique.

You're definately on the right track. What you are doing is estimating the inverse demand and inverse supply in your market. The variables Visits Print and Prod can be used as "shifters" i.e. instrume …
answered Jul 30 '19 by Grada Gukovic
Using OLS on count and dummy variables is appropriate. The estimates are consistent. Using OLS instead of probit/logit is appropriate if the number of observations is sufficiently high. For example Bl …
answered Jul 29 '21 by Grada Gukovic
The main challenge in macroeconometrics as opposed to microeconometrics is a the small sample size, because of short recorded time-series and less than 200 countries providing data. To get around this …
answered Jan 25 '21 by Grada Gukovic
If you watch closely, you will find out that the slope of the lines is -1. I.e. the values of y along every one of the lines are exactly equal. That is you get this lines only because you have great m …
answered Mar 1 '20 by Grada Gukovic
By recursive substitution you obtain $y_t = \sum_{j=0}^t e_{t-j}.$ Thus $\forall p \in \mathbb{N} \hspace{.2cm} y_{t-p} = \sum_{j=0}^{t-p} e_{t-p-j}.$ Under the usual white noise assumption for the …
answered Feb 20 '20 by Grada Gukovic
You need to come up with good instruments. I.e. what affects worldwide price directly and affects domestic output only through the price? What affects domestic output directly and affects worldwide p …
answered Aug 20 '21 by Grada Gukovic
I'd interact the regressor you are interested in with a dummy for the country being developed and see what happens. Its entirely possible that the mechanisms at play in developed contries are differen …
answered Jul 1 '21 by Grada Gukovic
Well I havent read the paper but this is what it looks like to me: Compute $R_t$ - the rolling average for month t. $R_t > 0 \Rightarrow R_{t+} = R_t \wedge R_{t-} = 0$ and\$R_t < 0 \Rightarrow R_{ …
answered Sep 1 '19 by Grada Gukovic
The main problem of your framework is that you talk about sales but model only demand. Assuming that the supplier is not a monopolist you should take competing suppliers into account, when estimating …
answered Jul 26 '19 by Grada Gukovic