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5件の内、新着の記事から10件ずつ表示します。


[5] Re: stata do file

投稿者: 10月13日 投稿日:2015年10月13日(火)14時19分23秒 nbox0.mita.keio.ac.jp  通報   返信・引用

> Test
---------------------------------------------------
do file



generate time=quarterly(year,"Yq")
tsset time, quarterly
*MA:moving average
tssmooth ma ym=y,window(4)

*r1hat
varsoc r1 ym
var r1 ym, lag(1/4)
predict r1hat, residuals equation(r1)
tsline r1hat
scatter r1hat l.r1hat,xline(0) yline(0)
*r2hat
varsoc r2 ym
var r2 ym, lags(1/4)
predict r2hat, residuals equation(r2)
scatter r2hat l.r2hat,xline(0) yline(0)
tsline r1hat r2hat
*autoregression
scatter g l.g,xline(0) yline(0)
scatter r1 l.r1,xline(0) yline(0)
scatter r2 l.r2,xline(0) yline(0)
scatter Y l.Y
scatter ym l.ym,xline(0) yline(0)

*stationarity of y
tsline y r1 r2
ac y
pac y
varsoc ym r1 r2
var y r1 r2
predict e, residuals
scatter e time, yline(0)
scatter e l.e, xline(0) yline(0)
scatter y l.y, xline(0) yline(0)
estat dwatson
var ym r1 r2,lag(1/3)

*granger causarity
vargranger
var ym r1,lags(1/4)
vargranger
var ym r2,lags(1/4)
vargranger
vecrank ym r1 r2, lag(3)
vec ym r1 r2, lags(1)

tsline y ym
scatter ym l.ym, xline(0) yline(0)
ac ym
pac ym
varsoc ym r1 r2
var ym r1 r2,lags(1/3)
varsoc ym r1
var ym r1,lags(1/4)
varsoc ym r2
var ym r2, lags(1/4)
predict e, residuals
scatter e time, yline(0)
scatter e l.e, xline(0) yline(0)

*unit root test
dfgls ym
pperron y,trend lag(1) regress
dfuller y, trend lags(1) regress





[4] stata do file

投稿者: 10月13日 投稿日:2015年10月13日(火)14時09分15秒 nbox0.mita.keio.ac.jp  通報   返信・引用

do file



[3] E-mailテンプレ

投稿者: 10月13日 投稿日:2015年10月13日(火)14時04分39秒 nbox0.mita.keio.ac.jp  通報   返信・引用

Dear




excuse me for the sudden E-Mail

I'm a student in Keio University in Tokyo.

I would like to contact Dr.Bohn (Bohn Henning)

I send sometime E-mails to Dr.Bohn but he still haven't answered my E-Mail.

Probabry my E-mail could be entered in the junk mails.

So if you know Dr.Bohn, please tell him that a student in Japan send him a E-mail to ask about his paper. It would be better if you transfer the following my  E-mail to Dr.Bohn.

I would really appriciate it very much if you would do me a favor.




Thank you in advance.




Naoki Hashimoto


2015zaisei@gmail.com

Keio University Faculty of Economics




============================================================


Dear Dr.Bohn,




Please excuse me for the sudden e-mail.




My name is Naoki Hashimoto and I am currently studying economics at Keio University in Japan.

As a part of my seminar studies, I am doing research about goverment finance and Japan's government debt, in order to conclude an optimal rate of government bonds (both short and long term) against GDP.

We are planning to utilise your paper "Tax Smoothing Financial Instrument"(1990) as a reference.

Using the statistical data of the Japan Government Bonds(JGB) from 1989 to 2015, we are planning to calculate the optimal rate of short and longterm JGBs using your model (Bohn-model).

Evidently, your Bohn-model will become an important factor in our paper.

However, we are not completely clear on the aspects of your model.




We were wondering if we could perhaps ask you a few questions

on this model.




I am looking forward to hearing from you.




Best regards,




Naoki Hashimoto

2015zaisei@gmail.com

Keio University Faculty of Economics



[2] (無題)

投稿者: A 投稿日:2015年 9月29日(火)11時43分23秒 nbox0.mita.keio.ac.jp  通報   返信・引用

Test



[1] 掲示板が完成しましたキラキラ

投稿者: teacup.運営 投稿日:2015年 9月29日(火)11時40分56秒 c01-c109.mita.cc.keio.ac.jp  通報   返信・引用

ご利用ありがとうございます。

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