Hello everyone,
I estimate a VAR model where the dependent variable is log-transformed percentage (0-100) and the independent variable is first difference of a share (0-1) whereas the independent variable is not log-transformed.
I have seen similar questions here, but not specifically log-transformed percentage and first differences of share.
Can you help me to interpret the response of the dependent variable to the shock caused by the independent variable if the impulse respone would be, eg. 0.6 after 5 years?
Best
Marius
Related Posts with Interpreting impulse response with log percentage as dependent variable and first difference of share as independent one
How to in Stata get data from different WRDS library in one batch- Instrumental variables with many missing values in the endogenous regressor
- Logistic Regression with Clustering
- gmm estimation of probit model in the presence of heteroscedasticity
- Help with regression of (unbalanced) panel data - xtreg, statsby/regressby generating difference results
Subscribe to:
Post Comments (Atom)
0 Response to Interpreting impulse response with log percentage as dependent variable and first difference of share as independent one
Post a Comment