[R] How to program friction model(kind of cencored regression )

2016-05-13 Thread Amatoallah Ouchen
Hi, I am going to program (what is called) the “friction model” in economics and statistics. This model can be used for analysing the government intervention. It looks like tobit but different. I can not deal with this model by any R library. This model assume that government intervenes in the mar

[R] HOW TO DOWNLOAD INTRADAY DATA AT ONE TIME

2015-01-15 Thread Amatoallah Ouchen
Is there any way VIA R to download all available intraday data for stocks at once (for example, all the data available at the Indian stock exchange)? I need to make a comparative analysis and downloading the data by ticker is too time consuming, besides I want to know if there is any website that s

[R] Concerning the reparametrization of the (ARDL)

2012-07-08 Thread Amatoallah Ouchen
Good day R list I want to transform an autoregressive distributed lag (ARDL) to a long-run equation (reparametrization of the (ARDL). How could i do that? This equation is displayed in this link https://docs.google.com/file/d/0B4dAkTAHpGBDSjA4RmlnbkxoLVU/edit Many thanks in advance

[R] question about the chow test of poolability

2011-01-09 Thread amatoallah ouchen
Good day R-listers, My question is more a statistical question than an R related question, so please bear with me i'm currently applying the chow test of poolability in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit My question is the foll

[R] panel data and model selection

2010-09-13 Thread amatoallah ouchen
Good day R-listers, I'm working with a panel dataset, i've used many models , homogeneous (fixed effect, pooled ols and Driscoll and Kraay) heterogeneous (swamy random coefficients) and would like to do a post-estimation to select the model that best fit my regression. is there any method, co

[R] Question regarding panel data diagnostic

2010-07-22 Thread amatoallah ouchen
Good day R-listers, I'm currently working on a panel data analysis (N=17, T=5), in order to check for the spurious regression problem, i have to  test for stationarity but i've read somewhere  that i needn't to test for it as  my T<10 , what do you think? if yes  is there any other test  i have to

[R] fixed versus random effect

2010-07-04 Thread amatoallah ouchen
Good day R-listers, i'm running a panel data regression and after performing the haussman test the conclusion was that my model is a fixed effect one. The problem is located on my explanatory variables which display week variations, and as it is well known fixed effect model gives weak results in a

[R] question regarding panel data analysis

2010-07-01 Thread amatoallah ouchen
Good day R-users, I apologize for asking such an elementary question, but I could not find an adequate response . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question

[R] question regarding panel data analysis

2010-07-01 Thread amatoallah ouchen
Good day R-users, I apologize for asking such an elementary question, but I could not find an adequate response . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question

[R] question regarding panel data analysis

2010-06-30 Thread amatoallah ouchen
Good day R-users, So if the question may seem easy to many of you but this present a serious issue for me . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question is sho

[R] question regarding panel data analysis

2010-06-30 Thread amatoallah ouchen
Good day R-users, So if the question may seem easy to many of you but this present a serious issue for me . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question is sho

[R] analysing categorical explanatory variable effects

2010-05-12 Thread amatoallah ouchen
Good day R -users, I've a general question, I have a quantitative dependant variable and categorical explanatory variables my aim is to identify the most significant variables that explain my dependant variable behavior, I know this isn't the right forum for a such question but any helps would