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SASUser_1
‎01-25-2022
  • 5 Posts
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Re: Autoregressive Distributed Lag Model

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎01-18-2022 09:20 AM
‎01-18-2022 09:20 AM
Hello, ma'am (@SASCom1) Can you please help me out with the above two questions? 1. How to design the ARDL model in SAS? 2. How to estimate the ARDL model using GMM in SAS by transforming linear ARDL into a multiplicative distributed lag exponential model)?  (Chamberlain, G., 1992, i.e. https://www.tandfonline.com/doi/abs/10.1080/07350015.1992.10509881).   I really appreciate any help you can provide. Thanks in advance. ... View more

Re: Autoregressive Distributed Lag Model

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎01-16-2022 08:01 AM
‎01-16-2022 08:01 AM
Yes, I went through the thread. As ARDL is not explicitly mentioned there, I am a bit sceptical about it. Can you please confirm that PROC PDLREG (polynomial distributed lag effects) can be used for ARDL? (I'm new to the field of econometrics.) ... View more

Autoregressive Distributed Lag Model

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎01-16-2022 07:26 AM
‎01-16-2022 07:26 AM
(1) I want to prepare a panel ARDL (Autoregressive Distributed Lag Model) model using SAS or SAS Studio. Can you please let me know how to go about it? I have 70 countries and 5-6 covariates.   (2) I need to estimate the resulting ARDL using GMM (by transforming linear ARDL into a multiplicative distributed lag exponential model). I am referring to the non-linear exponential model as suggested by (Chamberlain, G., 1992 i.e. https://www.tandfonline.com/doi/abs/10.1080/07350015.1992.10509881). Any suggestions will be highly appreciated.   Thanks in advance. ... View more

Re: How do I import multiply imputed data from SPSS into SAS Studio?

by Fluorite | Level 6 in Statistical Procedures
‎12-29-2021 12:52 PM
‎12-29-2021 12:52 PM
Thank you for the answer. ... View more

How do I import multiply imputed data from SPSS into SAS Studio?

by Fluorite | Level 6 in Statistical Procedures
‎12-29-2021 11:29 AM
‎12-29-2021 11:29 AM
Can you please suggest the ways of importing multiply imputed data generated from SPSS into SAS Studio? or if imported with usual commands, how do we split original data and respective multiple imputations, say 5, in order to ready it for further analysis? ... View more
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‎01-25-2022 05:17 AM
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