Abdelrazzaq Alrababa'a

6 Questions 11 Answers 0 Followers

Questions related from Abdelrazzaq Alrababa'a

Any advice on how to extract beta coefficient series from nonlinear regression in Stata?

I have the following non-linear regression: nl(dv={b0}+(dummy)*({b1}*IV1+{b2}*IV2)),vce (hac nw 8) and I want to access the b1 and b2 coefficient SERIES please advice. gen b1series=_b[/b1] gives...

29 December 2015 5,506 1 View

How do I create multiple linear or non-linear regression with different variables frequencies?

Apart from MIDAS regression of Ghysels et al, what other additional method(s) someone can implement to allow for the inclusion of different variables (DV and IVs) with different frequencies in...

16 May 2015 2,582 2 View

Using genetic algorithm for time series prediction and preprocessing the data?

Should I use preprocessing techniques (such as cross validation or clustering data mining) to prepare my stock price time series data before I apply the GA. What is the minimum number of...

01 January 2014 3,310 4 View

Does anyone have experience with the 632-bootstrap, bootstrap, repeated cross validation, ICSS, data mining classifier?

Which one of them is the best to validate different stock market volatility models (i.e. GA- HMM, HMM-GARCH, EGARCH, APARCH, GARCH normal, EWMA model) where all will be validated under full...

20 December 2013 1,181 1 View

What are the best computer programs to apply the Hybrid models in forecasting?

I am doing my PhD research on stock market forecasting and I need to know which is the best computer program to apply the Hybrid models. I am using Concordance and genetic, GARCH-HMM and other...

20 November 2013 8,747 3 View

Macroeconomic expectations data

Hi all; I am not to get the daily macroeconomic expectations data for the US. I know that the exact date and time for the macro releases can be obtained from Bloomberg but I have no idea from...

01 January 1970 2,673 3 View