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Research Paper for Introductory Data Analytics [closed]

I am taking an introductory data analytics course that requires us to write a small research paper using statistical methods. We are meant to find past research that uses fairly simple techniques ...
Trevor Medeiros's user avatar
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3 views

Recommendations for performing intersectional analysis of medical vulnerability using composite household service indicators

I am working on a dataset to analyze the intersectional vulnerability in medical access due to socioeconomic factors. Specifically, I have created a composite household service indicator that sums up ...
lasagna's user avatar
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2 votes
1 answer
32 views

Multivariate Analysis for Personal Hygiene Product Survey

I conducted a survey involving 5 different personal hygiene products. Each product had 6 different brands, and participants were asked to select one or more brands they preferred for each product. In ...
user417283's user avatar
1 vote
1 answer
22 views

Power estimate for an interaction term in factorial design

I am trying to estimate power for a factorial design (2x2). My initial approach was to estimate pair-wise minimum detectable effect sizes : i.e., if I know sample size, allocation to each group and ...
Ploit88's user avatar
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4 votes
1 answer
123 views

Why can we formally test the relevance assumption of instrument variable?

I saw in my old slides about IV, the professor said we cannot test exclusion assumption of IV but we can test relevance assumption of IV. His argument for not able to test exclusion is: $y=\beta_1 ...
Eileen's user avatar
  • 97
2 votes
1 answer
60 views

I need to reverse engineer a dataset. How can I do?

For an econometrics assignment, my teacher has given me the result of the regression of a scientific article (see table and regression) and the exercise consists in inverting the data set that led to ...
taboulet's user avatar
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0 answers
18 views

How do I model the volatility of financial returns with an EGARCH model based on the EGB2 distribution in R?

Since this is super specific, the EGB2-distribution is not built in to the "rugarch"-package in R and I can not seem to figure out how to do this. I have formulas and equations for the PDF ...
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8 views

panel causality relationship in long run and short run

What econometrics should I use when I want to estimate the causality relationship between variables in long-run and short-run for panel data? Whether models such as panel VAR, panel VECM or panel ADRL ...
Huy Lê Thanh's user avatar
1 vote
0 answers
28 views

log log model to estimate elasticities for 0 demand/dependent variable

Many of you will be familiar with the use of the log log linear regression model to estimate elasticity. I am in this situation where I can get zero demand, the dependent variable, which obviously ...
cs0815's user avatar
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0 votes
0 answers
23 views

Controlling for Time-Varying Work Factors in Dynamic DID Analysis: Handling Staggered Adoption of Child Care Leave

I'm working on a dynamic Difference-in-Differences (DID) analysis to assess the impact of child care leave on individuals' wages over their working life. My database includes information on the date ...
user avatar
1 vote
0 answers
59 views

Undergraduate econometrics - linear model

I have the following model which I am trying to understand: $y_i=\beta_0+\beta_1 x_{1i} + \beta_2 x_{2i}+ u_i \sqrt{x_{2i}}_i$ where: $u_i\sim i.i.d.N(0,\sigma^2)$, $x_{1i}=x_{2i}+\epsilon_i$, $\...
Katharina K's user avatar
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1 answer
28 views

Test serial correlation for panel data

I have a set of panel data (including variables X1, X2, X3. and N=193; T=22) these variables are used as independent variables in the model. I want to check the autocorrelation of each of these ...
Huy Lê Thanh's user avatar
3 votes
1 answer
112 views

Building the best proxy for an economic indicator

I've been asked to help people from the Economics Department with an index A which is a geographically restricted GDP. This index was expensive to calculate, so they have data on it only for 1993-1999 ...
hamath's user avatar
  • 83
0 votes
0 answers
78 views

Maths Questions - Probability distribution of choices

I need help with a question I am trying to work out: Individuals have 5 choices: Choice 1: utility1 = alpha * R1 + beta * C1 + random_shock_1(mu=0,sig=1) Choice 2: utility2 = alpha * R2 + beta * C2 + ...
Laurence_jj's user avatar
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29 views

Midas regression with different variable lenghts? Can it work?

I want to estimate quarterly GDP using monthly data with midas regression. The thing is one of my variable has observations from 2014 to 2023 while the other two from 2005 to 2023. Can I estimate this ...
J_Bake's user avatar
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0 answers
10 views

CPI inflation index calculation

I have a question about calculating the rate of inflation between two time periods using the CPI index, generally, if I am interested in comparing the rate of inflation between a current year 2022 and ...
four77's user avatar
  • 111
8 votes
3 answers
1k views

Why is the sample size required peaking at 16600ish for higher levels of population size?

I was calculating the no. of people I need to survey to represent my fairly large population. I used an online calculator: https://www.surveymonkey.com/mp/sample-size-calculator/ When I entered the ...
user399553's user avatar
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0 answers
34 views

AIC calculation

Our object is calculating AIC, and we are unsure whether we can use our measure below when calculating AIC. The following are the data from the experiments and our method to calculate the information ...
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0 answers
56 views

Interpet coefficient estimates with log(Y) in rdrobust package

1.I want to interpet the coefficients of RDD model above. The dependent variable is log-transformed. Should it be the same as linear regression even though I am using local polynomial regression with ...
user avatar
4 votes
1 answer
67 views

Censored Regression model

I am considering the following censored regression model. I have a question about my R code. Then I obtain likelihood function as follow. Then i obtain log-likelihood function. ...
Hiroki's user avatar
  • 51
1 vote
0 answers
13 views

How to analyze the effect of an exogenous variable on multiple financial variables in a model in R?

I am working on a financial analysis project where I have a dataset with daily observations for all variables from 2000 to 2023. The dataset includes an exogenous variable 'Y' and four financial ...
Marco Berti's user avatar
2 votes
0 answers
34 views

Can we see relationship between two index variable

In multiple linear regression model can I use dependent variable as index (composite food security index) and also one independent variable as index. For example livelihood vulnerability index for ...
abhi sarker's user avatar
1 vote
0 answers
330 views

Difference-in-differences with monthly data where the previous untreated year is used as the control group

I recently came across a setup of differences-in-differences which I have previously wondered about, but had not seen before in a published study. Consider the following setting: Outcome: measured at ...
Newbie's user avatar
  • 11
1 vote
0 answers
24 views

"Inverting back" the inverted supply equation in an ECM. Possible?

I am estimating a time series 2SLS, ECM model, for electricity consumption. The system has a demand equation: The price is endogenous in the demand equation, and therefore, I also estimate a price ...
KjetilH's user avatar
  • 33
0 votes
1 answer
262 views

Price elasticity of demand estimation with single store level data

I have weekly data per single SKU and for more than 500 point of sales. Data embeds base price, quanity sold, holidays, temperature, market activities (cut-price, display, leaflets) and so on. I want ...
Matteo's user avatar
  • 51
1 vote
0 answers
196 views

Calculating total revenue in Rstudio (price*quantity sold) [closed]

Hello everyone, I need to work with the data presented above. This question involves a little bit of knowledge of Rstudio. I would (1) like to obtain total revenue PER product (ucp), and brand, (2) ...
René González's user avatar
0 votes
0 answers
104 views

Time Varying Difference in Differences Model

If I am looking at the impact of different tariffs in different months on exports, can anyone tell me if this would be the correct difference in differences model? Or would it be
kz500's user avatar
  • 11
0 votes
0 answers
36 views

Fixed-Effects Correlated with Another Dummy

Question regarding convention in econometrics. Suppose I am running a two-way Fixed Effect (FE) model on a District-Year panel. Year varies from 2000 to 2010. Suppose I want to examine the effect of ...
RandomQuestion310's user avatar
0 votes
0 answers
95 views

Functional form for regression in a hedonic pricing model

I am doing a regression where I use the hedonic pricing model. Hedonic pricing treats a marketed good, usually a house, as a sum of individual goods (characteristics or attributes) that cannot be sold ...
whoknows's user avatar
2 votes
1 answer
275 views

How do I determine whether there is a significant difference between two sets of price data?

I am conducting a study where I am collecting prices from two groups of funeral homes in a particular state: in the first group, the homes I collected prices from are owned by families, and in the ...
Nola's user avatar
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0 votes
1 answer
291 views

How to test for the endogeneity between variables? which tests i should use?

my thesis is about measuring the impact of population growth on the economic growth in my country. However, i should test for the endogeneity between the variables chosen. for the dependent variable i ...
Ganna's user avatar
  • 1
1 vote
1 answer
966 views

Distribution for the number of sales per day / time between each sale

Let's say customers can buy one single product in a store open 24/7, and that the time of day does not influence anything (sales are equidistributed along the day). With which classical distribution ...
Basj's user avatar
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0 votes
0 answers
33 views

St. Peterbourg paradox - expected value of both players

Im reading a paper by Karl Menger about the St. Peterbourg paradox (see below): his point is that the paradox does not rely on a mathematical expectation of infinite value, but on the discrepancy ...
user305883's user avatar
1 vote
0 answers
111 views

Computing an Exponential Moving Average

According to the Wikipedia page on moving averages, "This is also why sometimes an EMA is referred to as an $N$-day EMA. Despite the name suggesting there are $N$ periods, the terminology only ...
user345010's user avatar
0 votes
1 answer
834 views

How do you sample without a sampling frame?

I want to research the returns to education in my city as well as assess whether people who have studied abroad on average earn more than those who have studied within the country. The data required ...
NoLifeKing's user avatar
1 vote
0 answers
24 views

Do insignificant variables result in a specification error?

I am trying to understand omitted variable bais better. I know that it detects irrelevant variables, but are irrelevant variables and insignificant variables synonymous here? If I have a regression ...
rabito's user avatar
  • 69
1 vote
1 answer
87 views

Using Odds Ratio to Calculate Cost Savings

I am looking for some insight in offering some context to my odds ratios. I did a simple model estimating the relationship between the planting space afforded trees and the presence/absence of ...
Andrew Koeser's user avatar
1 vote
0 answers
49 views

Why does this econ paper include time-invariant demographic measures in a fixed-effect model?

So I'm reading this recently published paper (2020): "Sources of Displaced Workers’ Long- Term Earnings Losses" (American Economic Review), and I'm puzzled why the authors included a "...
Anna Bokun's user avatar
0 votes
0 answers
62 views

Alternative for multicollinearity problem

I am a bit unsure how to specify my model and therefore look for some references / ideas. I am interested in a model along the following lines: $pay_i = \alpha + \gamma X_i + \beta pop_i + \epsilon_i ...
stats_noop's user avatar
0 votes
1 answer
21 views

Conceptual Question about Effect Size

I have a couple of conceptual questions about Effect Size, hope someone can guide me here. I am told that when I am designing my experiment and I want to establish sample size, I need to specify an ...
statsnoobj101's user avatar
0 votes
1 answer
210 views

How to make conditional quantiles?

I have a dataset consisting two variables X and Y. Both of them are of length 250. Now, I want to make conditional quantiles of X and Y. I have been reading the papers of Koenker and Basset (1978) and ...
Rohit Singh's user avatar
0 votes
0 answers
25 views

Spatial data analysis

I want to use a probit model on the probability of occurrence of a social problem in which one determinant will be location. For this, I have data on locations where the problem is occurring. What ...
Ipsita's user avatar
  • 1
0 votes
1 answer
252 views

Collinearity in dataset, but I don't know why

I am trying to perform a logistic regression with the lm() function in R. My model is: ...
StatisticsinRrr's user avatar
1 vote
2 answers
79 views

What kind of econometric models would be appropriate to determine the presence of a causal relationship?

I am conducting some econometric research on the impact of austerity on birth rates in the UK. I would be using publicly available data from the UK government covering the number of births per year, ...
ExploringData's user avatar
3 votes
1 answer
16 views

Inputs not proxying for variance, but nevertheless well-correlated

In a summary of this behavioral economics article, it says Our third finding is that cross-consumer heterogeneity in biases is poorly explained by even a “kitchen sink” of other consumer ...
Eric Auld's user avatar
  • 471
0 votes
1 answer
35 views

I am a bit confuse about running a regression

I am a bit confuse about running a regression. Independent Variables are as: X1 = Profitability Index X2 = Operational Index X3 = Cost per employee X4 = Leverage Ratio I am confused that can I use ...
Abdul Khaliq's user avatar
0 votes
0 answers
211 views

Should I use fixed effects or first difference?

I have a panel data which N = 189 and T=3. My dependent variable is growth rate of GDP per capita. I wanted to know which model should I use in this case? Should I use fixed effects or first ...
Frank Wood's user avatar
0 votes
1 answer
3k views

How to setup data properly for regression analysis to calculate price elasticity?

I am working on a project to try understand Linear Regression a bit deeper (they say experimenting is key and getting lost is part of the process) :( In this project, let's assume I have a watch shop. ...
umm's user avatar
  • 3
1 vote
0 answers
33 views

What is the most suitable classical decomposition model for the time-series graph? [closed]

To decompose time series data using the classical decomposition method, we have additive as well as multiplicative model. What is the most suitable decomposition model to be used to decompose the time ...
Anonymous M's user avatar
2 votes
0 answers
378 views

2SLS approach using lagged dependent variable as an instrument

I was wondering if the lagged dependent variable can be a valid instrument or not. In my data, policy intervention (x) is made depending on the outcome (y) in the past. (not depending on the effect (b)...
Yendao Su's user avatar