SAS/ETS 9 22 User''''''''s Guide 108 potx

... normally distributed even if the number of draws H is fixed (see McFadden 198 9; Pakes and Pollard 198 9). Estimation Methods ✦ 10 69 Now suppose you do not have the closed form for the moment conditions. ... a discussion of the computation of the optimal l.n/, refer to Andrews ( 199 1). The “Newey-West” kernel (Newey and West 198 7) corresponds to the Bartlett kernel with bandwidth parameter...

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... sources of information about SAS/ETS software. Accessing the SAS/ETS Sample Library The SAS/ETS Sample Library includes many examples that illustrate the use of SAS/ETS software, including the ... with polynomial distributed (Almon) lags. The PDLREG procedure includes the following features: 22 ✦ Chapter 2: Introduction your own SAS programs in lowercase, uppercase, or a mixture of...

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... cpi 1 JUN90 114.3 . 2 JUL90 114.5 . 3 AUG90 116.5 131.6 4 SEP90 118.4 132.7 5 OCT90 120.8 133.5 6 NOV90 120.1 133.8 7 DEC90 118.7 133.8 8 JAN91 1 19. 0 134.6 9 FEB91 117.2 134.8 10 MAR91 116.2 ... the intervals January 1, 196 0, February 1, 196 1, March 1, 196 2, and so forth, and the intervals December 1, 195 9, November 1, 195 8, and so on before the base date January 1, 196 0. Similarly,...

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... interval has 1-number confidence. The default is ALPHACLM=.05, corresponding to a 95 % confidence interval. OUTPUT Statement ✦ 3 69 LCL=name writes the lower confidence limit for the predicted value (specified ... computationally. The Yule-Walker method used by PROC AUTOREG is described in Gallant and Goebel ( 197 6). Harvey ( 198 1) calls this method the two-step full transform method. The oth...

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... 0 .221 867 -2.08 Algorithm converged. Maximum Likelihood Estimates SSE 102 29. 2303 DFE 16 MSE 6 39. 326 89 Root MSE 25.28 491 SBC 193 .738877 AIC 1 89. 75 594 7 MAE 18.0 892 426 AICC 192 . 4226 14 MAPE 21. 097 8407 ... -18.6582 34.8101 -0.54 0. 599 3 gef 1 0.03 39 0.01 79 1. 89 0.07 69 Lagged Value of GE shares gec 1 0.13 69 0.04 49 3.05 0.0076 Lagged Capital Stock GE AR1 1 -0. 499 6...

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... sales-cgs; c88 = year = 198 8; c 89 = year = 198 9; c90 = year = 199 0; Table 9. 4 shows the CDT after the first observation is input. Table 9. 4 CDT after First Observation Input (C88=1) C88 C 89 C90 TOTAL SALES ... a column * / c88 = year = 198 8; c 89 = year = 198 9; c90 = year = 199 0; / * calculate row totals for sales * / / * and cost of goods sold * / col: total = c88 + c 89 + c90...

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... SEP 198 5 236.530 2.37 490 136.420 2 OCT 198 5 214.680 2.1 692 0 142.150 3 NOV 198 5 204.070 2.13060 143 .96 0 4 DEC 198 5 202. 790 2.10420 144.470 5 JAN 198 6 199 . 890 2.06600 142.440 6 FEB 198 6 184.850 1 .95 470 ... 142 .97 0 7 MAR 198 6 178. 690 1 .91 500 146.740 8 APR 198 6 175. 090 1 .90 160 1 49. 850 9 MAY 198 6 167.030 1.85380 152.110 10 JUN 198 6 167.540 1.84060 150.850 11 JUL 198...

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... 0 19 6 09 194 8 198 9 42 0 6 1 0 20 6 10 192 9 194 8 20 0 0 1 0 21 6 14 192 9 194 8 20 0 0 1 0 22 6 19 192 9 194 8 20 0 0 1 0 23 6 20 192 9 198 9 61 0 6 2 0 24 6 22 192 9 198 9 61 0 6 2 0 25 6 23 194 8 198 9 ... 05 194 6 198 9 44 44 6 1 1 13 5 07 192 9 198 9 61 0 6 1 0 14 5 09 192 9 198 9 61 0 6 1 0 15 6 04 192 9 198 9 61 0 6 3 0 16 6 05 192 9 194 8 20 0 0 2 0 17 6 07 192 9 194 8 20...

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... 1.28443 32 .93 60 6. 091 12 18 18JAN 199 7 1. 291 95 33.7500 6.24658 19 19JAN 199 7 1. 291 95 33.7500 6.24658 20 20JAN 199 7 1. 291 95 33.7500 6.24658 21 21JAN 199 7 1. 291 95 33.7500 6.24658 22 22JAN 199 7 1. 291 95 33.7500 ... 12JAN 199 7 1.28443 32 .93 60 6. 091 12 13 13JAN 199 7 1.28443 32 .93 60 6. 091 12 14 14JAN 199 7 1.28443 32 .93 60 6. 091 12 15 15JAN 199 7 1.28443 32 .93 60 6....

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... can be extracted by CRSPDIA. Starting in 199 5, binary data used split records (RICFAC=2), so the 199 5 filetypes (CR95*) should be used for 199 5 and 199 6 binary data. If you use utility routines ... Ask DLPRC Delisting Price DLVOL Delisting Volume missing=( -99 = . ) DLRET Delisting Return missing=( -55.0=.s -66.0=.t - 88.0=.a -99 .0=.p ); NASDIN TRTSCD Traits Code NMSIND National Market Sy...

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