Search found 6 matches

by red2
Tue Jul 07, 2015 6:57 pm
Forum: State Space Models/DSGE
Topic: fiscal policy financial stability
Replies: 0
Views: 5716

fiscal policy financial stability

Hi All Currently, I’m thinking about working on the interactions between fiscal policy and financial stability while using a DSGE, NKM (Moroccan case). I would like to ask you please if you can give me your opinion on that choice and I will be very grateful if you can share with me new articles that...
by red2
Tue Mar 10, 2015 3:44 pm
Forum: General Econometrics
Topic: non linear gmm
Replies: 23
Views: 40346

Re: non linear gmm

Hi Tom,

What I've understood is that when we compare 0.153965 with 0.69477438:

If 0.153965 is less than 0.69477438 then we accept the equality.
If we suppose that 0.153965 is more than 0.69477438, can we reject the equality?.
it's okay???

Many thanks.
by red2
Tue Mar 10, 2015 11:32 am
Forum: General Econometrics
Topic: non linear gmm
Replies: 23
Views: 40346

Re: non linear gmm

Hi TOM
how to interpret this result (TEST WALD)

Test of Equality betowen the coefficients delta1 and delta2

Chi-Squared(1) = 0.153965 with Significance level 0.69477438



Many thinks
by red2
Thu Feb 19, 2015 3:35 pm
Forum: General Econometrics
Topic: non linear gmm
Replies: 23
Views: 40346

Re: non linear gmm

Dear Tom,
thank you for your help
do you subject to apply test chow
swallowing my research on user guide rats
i found : Chow Test Using Dummy Variables , @stabtest Hansen
if so how can apply this test
please let me now your opinion
Many thinks
by red2
Wed Feb 18, 2015 2:57 pm
Forum: General Econometrics
Topic: non linear gmm
Replies: 23
Views: 40346

Re: non linear gmm

Hi Tom
thank you for your help
the outputs of the estimation of the model gives me most non sgnificatifs coefficients
see the release of the attached model
are you an option to improve the fit of my coefficients


For example a: variables dummies, if so how I'll use it
Many thinks Mr TOM
by red2
Tue Feb 17, 2015 9:26 am
Forum: General Econometrics
Topic: non linear gmm
Replies: 23
Views: 40346

Re: non linear gmm

Hi Tom
thank you for your help
the outputs of the estimation of the model gives me most non sgnificatifs coefficients
see the release of the attached model
are you an option to improve the fit of my coefficients


For example a: variables dummies, if so how I'll use it
Many thinks Mr TOM