How can moderated mediation model in panel analysis be estimated using Stata?

Hi everyone, Please, can anyone guide me on conducting a moderated mediation model using panel data? I have 31 countries across 13 years. The variables are: 1) dependent variable: Gini index 2)...

07 August 2019 5,245 4 View

Is it correct to use lending, deposit or real rate as a measure of financial efficiency?

Hi esteemed colleagues, Since the rate of interest is instrumental to how best financial intermediaries efficiently allocate mobilised funds from suppliers to demanders, will it be appropriate to...

09 October 2018 8,886 0 View

Please where can I get complete data on poverty index for Nigeria?

Dear all, Please help me with the poverty data for Nigeria from 1980 to 2016. The WDI data in this regard has too many "holes". Please help!!! Thank you. Ngozi

01 February 2018 6,667 12 View

Is it correct to use a predicted value as an EXPLANATORY variable in time-series and panel data analyses?

Dear all, I want to know if it is econometric-ally correct to use a predicted value as an EXPLANATORY variable in another regression in order to test a hypothesis within a time series and panel...

09 October 2017 5,493 7 View

Is it appropriate to transform a "rate" variable into its natural log?

Dear all, This seems trivial but I need to ask from those with more research experience: is it right to transform a "rate" variable such as the interest rates, growth rates and inflation rates...

06 July 2017 727 7 View

How can I interprtet the CUSUMSQ (file attached)?

Dear all, A quick one to those familiar with CUSUM (this is my first-time), how can I interpret the attached Stata output. Please anyone can contribute you may not be a Stata-user. Please take a...

04 May 2017 9,327 4 View

Using ARDL, how do I interpret when there is evidence of no cointegration (from Bounds testing)at 5% level but the adjustment term is significant?

Dear all, I obtained a statistically significant adjustment term (at 1% leve) but the cointegrating evidence is only significant at the 10% level. Is it okay to conclude that that is 'marginal or...

04 May 2017 3,799 23 View

Can anyone assist with Stata codes on conducting stability test on ARDL?

04 May 2017 6,159 3 View

What are the codes for testing structural breaks using Stata13?

I am using Stata13, and have a time series data (no. of obs = 35) and I'm testing the relationship between y and x. Every thing is going well as in - both series are I(1) and are cointegrated....

04 May 2015 4,159 5 View

Does anyone have journal articles on the 'effect of quantitative easing (QE) on income inequality?

I will be grateful for anyone that can avail me with journal articles on the relationship between income inequality and quantitative easing. Thank you.

08 September 2014 7,277 0 View

What is your perception on using visual analysis or quantitative approaches to evaluate data from single-case research designs (n of 1 trials)?

Results of single-case research designs (i.e., n-of-1 trials) are often evaluated by visually inspecting the time-series graph and computing quantitative indices. A question our research team is...

03 March 2021 687 1 View

How to address this issue in the analysis of Real-Time PCR results?

To dear Researchers, I was analyzing a series of concentration for estimation of Real-Time PCR efficiency. The concentration was 1:10. I used MS-excel to evaluate Slope. The result of slope was -8...

01 March 2021 8,683 4 View

How to make a time series imputation benchmark ?

Hello ! In a work, I have to benchmark different algorithms to fill in missing values in time series. I insist on the fact that this is imputation and not forecasting. In my case, I have access...

24 February 2021 7,470 7 View

How to interpolate from a time-series database ?

Hi, I am having trouble with a problem, in the field of Optimal Control and the generation of optimal time-series. Let's consider a system, whose dynamics are represented by dx/dt =...

24 February 2021 9,105 2 View

Can we recognize signs of the "volatility clustering" property of a time series in its time domain plot?

My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.

24 February 2021 4,150 3 View

How can I obtain time series data by country on night-time light (brightness) ?

Hi everyone, Please, how can I obtain time series data by country on night-time light (brightness) ? I've tried, but so far all I can find are maps. I am looking for numerical data, especially in...

24 February 2021 8,625 4 View

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future ?

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future without necessarily conducting the assay for an extended...

23 February 2021 7,842 1 View

How to run repeated measures in mvabund?

I have a dataset of fish species abundances collected from 6 different habitats over the course of 30 years. Fish were collected multiple times per year and environmental variables were recorded...

21 February 2021 3,838 1 View

How to examine multicolineairty in backwards regression with binary variables?

I did a backwards regression with various binary variables, but some of the binary variables are negatively correlated with the outcome, which would make no sense cause the correlation univariate...

21 February 2021 4,392 3 View

Can someone help me with this error that I am getting while estimating a VAR model in R?

I am using annual time series data to estimate a VAR model in R. However, when I run the command to find the optimal lag length, I get the following error: Fehler in VARselect(data, lag.max = 10,...

18 February 2021 9,647 3 View