Dear mr/mrs,
I am currently trying to make a regression in STATA using times-series data on GNP. I would like to compute the coefficients by using that the conditional sum of squares should be minimized. I am not able to find the right command, but I do know the command in R is;
arima(…, method = CSS)
Is there someone who can help me out?
best regards,
Johannes
Related Posts with command for conditional likelihood regression using timesseries data
Help with Estimation of Total Factor Productivity in a BC'95 Stochastic Frontier Model- bootstrap to get the confidence intervals for a linear cobmination of regression coefficients
- How do I create HHI by country,and by industry of data in a time series
- Factor Analysis
- Path Model with (endogenous) Treatment - which model, which command?
Subscribe to:
Post Comments (Atom)
0 Response to command for conditional likelihood regression using timesseries data
Post a Comment