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A lo que me refiero con esta pregunta, es si piensan que en un futuro no muy lejano se deje lo tangible y pase a existir una economía 100% intangible. Todo se haría de manera digital y se abandonaria por completo lo tangible
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Si le preguntas a cualquier contable o contador, te dirá que no.
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Estimados compañeros,
En la plataforma aparece una persona con mi nombre Sandra Flores que es Mejicana y que acepta todos mis artículos ¿ qué puedo hacer?
Un saludo,
Sandra Flores
Universidad Rey Juan Carlos
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Buenas tardes
Estoy en el mismo problema hay una Marcela Villamizar que asocio 11 productos de mi coautoría, como denuncio este perfil falso:
Agradezco la ayuda que me puedan dar.
Un saludo,
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Probablemente a todos nos ha pasado que hemos recibido alguna vez una revisión arbitraria de uno de nuestros artículos. Dado que el proceso de revisión es anónimo, esta condición es muchas veces aprovechada de forma negativa para rechazar, acusar y levantar, cuestionamientos en contra de los autores de un trabajo. Siendo estas acusaciones verdaderas o simples calumnias, el levantamiento de cuestiones éticas y morales por parte de un referí no permite ningún tipo de defensa por parte de los autores de un trabajo. Esto ocurre con bastante frecuencia en nuestro ámbito científico en donde investigadores de 'renombre' se aprovechan de su condición de poder y del anonimato para hacer todo tipo de acusaciones sin presentar ninguna evidencia que sustente sus argumentos para rechazar un artículo. En general, cuando este tipo de situaciones ocurre, un editor se coloca del lado del revisor sin siquiera solicitar para el revisor un antecedente de la supuesta falta ética y moral. La pregunta que aquí cabe es, ¿Cuál es el verdadero papel de un árbitro durante el proceso de revisión de un artículo?....Ofrecer una revisión técnica de un documento o hacer de juez moral y ético de un trabajo realizado por otros investigadores.....¿Es correcto en términos éticos, acusar de forma anónima a otros colegas de cometer faltas éticas sin presentar ninguna evidencia ni permitir la defensa de los colegas en frente de las acusaciones?......... ¿Las revistas deben presentar un protocolo para poder tomar un papel mucho más activo en este tipo de situaciones? Opine con total libertad......El miedo a romper este tipo de secreto a voces no nos va a permitir mejorar como colectividad.....
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Flordeliz,
Es decir Usted no tiene ninguna pubicación asociada a su perfil ni tampoco ningún documento, poster, tesis o lo que sea publicado en researchgate, y yo deberìa creer que Usted creó su perfil especialmente para opinar sobre mi pergunta?......Además de eso, usted menciona en su comentario, cito textual 'Verifique las reglas bajo las cuáles fué revisado su manuscrito', cuando yo nunca mencioné que mi pregunta estaba relacionada con un artículo o documento que yo había enviado para alguna revista....Eso sin dejar de considerar que su postura parece defender precisamente lo que yo estoy debatiendo, "hacer crìticas personales bajo una figura anónima"........Es raro no?
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Dear researchers, please can you tell me the Stata command which helps to excute Maki (2012) tests for cointegration allowing for an unknown number of breaks? Thanks a lot!
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You can find codes in tsdlib library in github and you can perform these codes by using gauss20.
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Xlstat Add-Ins have two different kinds of the trend analysis...(MK and Seasonal MK).. what's the difference in the way of calculation? and what type of data should be an entry? (monthly or seasonally)?
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The method of trend detection in seasonal Mk and MK is the same. Only, in Seasonal MK, the Kendall score is calculated for each month and then added to find the seasonal kendall score. rest the method is same for both.
Seasonal Kendall calculates kendall score for m seasons and then adds it. If your data belongs to only one season, I think it is as good as using MK test itself.
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¿Crees que es motivo suficiente juzgar a alguien por su delito cometido en el pasado para que tenga condiciones de desigualdad a nosotros a la hora del acceso al mercado laboral?
Es un tema muy señalado en nuestra sociedad, que, a pesar de venir recogido en la C.E en su artículo 25.2 el condenado a pena de prisión gozará de los derechos fundamentales. En todo caso, tendrá derecho a un trabajo remunerado y a los beneficios correspondientes de la Seguridad Social, así como al acceso a la cultura y al desarrollo integral de su personalidad.
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Discrimination is not justified under any circumstances.
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I am very familiar with Mplus, but how does STATA compare for SEM, specifically latent growth modeling and growth mixture modeling?  
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Would you be kind enough to answer my question? it is related to LCA in mplus.
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la UNESCO propone estudiar la posibilidad de crear programas de educación a distancia para relevar buenas prácticas en el diseño, adaptación y uso de recursos educativos abiertos y ofrecer asesorías a los países miembros, principalmente a los en vías de desarrollo, para que amplíen su oferta de programas en educación superior virtual.
Se debe hacer uso de la blended education (aprendizaje combinado) es un enfoque de la educación que combina materiales educativos en línea y oportunidades para la interacción en línea con los métodos tradicionales de aula basados ​​en el lugar. Requiere la presencia física tanto del maestro como del estudiante, con algunos elementos de control del estudiante sobre el tiempo, el lugar, el camino o el ritmo. Si bien los estudiantes aún asisten a escuelas "físicas" con un maestro presente, las prácticas presenciales en el aula se combinan con actividades mediadas por computadora con respecto al contenido y la entrega. El aprendizaje combinado también se utiliza en entornos de desarrollo profesional y en la capacitación para el trabajo.
El aprendizaje combinado depende en gran medida del contexto, por lo tanto, es difícil encontrar una concepción universal de él. Algunos informes han afirmado que la falta de consenso sobre una definición difícil de aprendizaje combinado ha llevado a dificultades en la investigación sobre su efectividad. Sin embargo, un meta análisis de 2015 que históricamente analizó una revisión exhaustiva de los estudios de investigación basados ​​en la evidencia sobre el aprendizaje combinado, encontró elementos comunes en la definición de que el aprendizaje combinado "se consideraba una combinación de los modos tradicionales de instrucción (cara a cara) con en línea; modos de aprendizaje, basándose en la instrucción mediada por la tecnología, donde todos los participantes en el proceso de aprendizaje están separados por la distancia en algunas ocasiones ". Este informe también encontró que todos estos estudios basados ​​en evidencia concluyeron que el rendimiento de los estudiantes trajo consigo mayores experiencias de aprendizaje combinado en comparación con las experiencias de aprendizaje totalmente en línea o totalmente en persona. [1]
Un claro ejemplo de lo anterior es la entrega digital de aprendizaje combinado a través de la aplicación móvil Master-O, por Inspire One. La entrega digital de aprendizaje combinado en una aplicación móvil. El "aprendizaje combinado" a veces se usa en el mismo sentido del "aprendizaje personalizado" y la instrucción diferenciada.
[1] Siemens, G., Gašević, D., & Dawson, S. (2015). Preparing for the Digital University: a review of the history and current state of distance, blended, and online learning. Pg. 62. Athabasca University. Retrieved from http://linkresearchlab.org/PreparingDigitalUniversity.pdf
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Gracias Guilherme por tu aporte.
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Caros colegas,
dirijo-me a vocês todos para pedir uma ajuda relativa a um estudo cujo objetivo é analisar o gênero/género gramatical de neologismos em Português Europeu e Braisileiro e a sua "aquisição" pelas falantes não nativos. Para o efeito, foi elaborado um questionário, cujo preenchimento custa alguns poucos minutos.
O acesso a esse é:
Permito-me pedir-vos o favor de preencherem e de distribuírem este questionário entre os professores, alunos, falantes nativos e não nativos, falantes de PLsegunda ou estrangeira.
Grata pela colaboração.
Iva Svobodová
(orientadora, professora de PLE)
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Caríssimas e caríssimos colegas
mando-vos a referencia do trabalho da minha aluna com os resultados tratados.Caso estejam interessados, leiam o trabalho aqui:
Por favor, tenham em conta que a estudante nao é falante nativa e que o trabalho tem um limite de espaco (70 páginas), razao, pela qual nao era possível desenvolver mais em detalhe algumas questoes relacionadas com o dito tema.
Obrigada pela colaboracao.
Cordiais saudacoes.
Iva
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The leaves are tasty and maybe nutritious, so thay are usually eaten in salads, They grow very well, permiting to get the leaves. (Las hojas son sabrosas y parecen nutritivas, de modo que las incluyen habitualmente en ensaladas. Y crece muy bien, permitiendo cosechar hojas todo el tiempo )
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This plant is Basella alba L. of family Basellaceae.
Thanks!
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Algunas contradicciones provocan un análisis cada vez más urgente, sólido y contextualizado por todos los profesionales de la educación superior...una de ellas que puede provocar un buen debate está relacionada con la evaluación y la motivación y la creatividad.
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¿Cambia la didáctica con la integración de las tecnologías de la información y las comunicaciones? ¿Cambian sus categorías? ¿Cambia solo los medios de enseñanza?
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Hi there,
Kindly, how can we interpret these negative value and p-value of Pesaran's test for cross-sectional independence, as shown below?
Pesaran's test of cross sectional independence = -0.818, Pr = 1.5868
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@ David, could you explain more ? how can we explain this result ?
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Pt.: Foram encontradas encontradas algumas pérolas negras num pacote argiloso, provavelmente formado no Pleistoceno Inferior ou Médio, juntamente com artefatos e seus subprodutos. Todo material não é reconhecido como arqueológico, estou fazendo estudos para comprovar. Acredito que as pérolas são subprodutos da alimentação malacológica. É a este tipo de uso que me refiro.
Ing.: Some black pearls were found in a clay pack, probably formed in the Lower or Middle Pleistocene, along with artifacts and their by-products. All material is not recognized as archaeological, I am doing studies to prove it. I believe that pearls are by-products of malacological food. It is this type of use that I am referring to.
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Dear Ted,
I am not a paleontlogist, but I think that what you suggest cas be true. I would suggest that you put your question in English and see what experts in this issue think about you questions.
Kind regards.
Um abraço,
Orlando
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Se da la controversia de todos, al escuchar colesterol pensamos en algo que afecta nuestro organismo, pero si lo manejamos de una manera mas saludable las cosas pueden cambiar a nuestro favor
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acepto los comentarios emitidos por ustedes estimados investigadores, pero estimado Kevin no mirar del punto negativo al colesterol recuerda que lo necesitamos
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En teoría desde hace 10 años realizamos con unos compañeros un estudio de tendencias alrededor de la minería de datos, la cual arrojó grandes posibilidades de generar diferentes formas de búsqueda de manera confiable, allí el problema era el tiempo que se tenia que invertir, de todos modos al aparecer las redes Neuronales como la Back propagation se pueden mitigar estos tiempos.
hasta pronto
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Gracias por la aportación. Un cordial saludo
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We organize a session during EAA conference in 2019.
Topic: prehistoric economy
If you would like to know more :) click the link below
xxx
Dalia
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Dear Dr. Is there more information available about the conference, what are the axes and specialty of the conference
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We organize a session during EAA conference in 2019.
Topic: prehistoric economy
If you would like to know more :) click the link below
xxx
Dalia
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I have interest in the conference if invited. Thanks
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Because if you are, we are organizing one of the sessions
click the link below to find out more :)
If you have any questions, do not hesitate to contact me
xxxx
Dalia
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ye i am interisted
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Because if you are, we are organizing one of the sessions
click the link below to find out more :)
If you have any questions, do not hesitate to contact me
xxxx
Dalia
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NO!
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I am try to analyze the mieloperoxidase (MPO) activity by stain in leucocytes population, but I have problema some times are positive and other negative since leucocitos are MPO+.
Anyone ad been used a kit for MPO stain? or have other alternative for todo this?
Thanks
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Es fundamental que los alumnos del grado de educación infantil no se queden en el "ver" sino que consigan dar un paso atrás logrando el "tocar". El aprendizaje y la comprensión tienen una primera puerta de entrada que es el cuerpo. Si los propios alumnos del grado no lo experimentan se quedará todo en una acción inacabada.
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Repeat your question in English if Possible Roberto
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Deseo aplicar herramientas de videoconferencia gratuitas en el desarrollo de cursos de un programa académico universitario, donde podamos reunirnos mas de 15 personas todos con audio y vídeo simultáneamente.
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jaja busca en youtube
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I am curious about the incidence in matriarch societies or more liberal in which the honour of a man has nothing todo with the behaviour of his female folk
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I'm only going to touch on the most common ones here. When we see 'patriarchy' being used we're seeing it coming from two main groups: feminists and traditionalists. The feminist version of patriarchy stems from the dynamics behind this, which are known as hegemonic masculinity. What this means is a system where both males and females at a young age have their behaviors influenced by external factors. This then branches off into other economical, social and political factors that leads to males having a dominant role in society. The source of this is an objective goal of what all males should strive to be. This pattern repeats itself, hence perpetuating the cycle known as hegemonic masculinity.
However, this objective goal for masculinty means many males themselves get hurt by this based on two fronts: males who strive for these goals will always be put in the stigmatized beta status due to one's masculinity being relative to other males. And the other way this hurts males is that not all of them, whether they're heterosexual or homosexual, fit into the typical hegemonic masculine roles. Some call this behavior of males related to not fitting in with the status quo non-hegemonic masculinity, while traditionists subscribing to functionalist theory call this effeminate behavior.
Most traditionalists, including white knights, paleoconservatives and fascists, subscribe to functionalist theory. This group does not deny the reality of patriarchy at its core, but rejects the idea of hegemonic masculinity despite functionalism being the result of the dynamics behind what they're criticizing. What functionalism means is that everything is justifiably the way it should be because it's what helps society (or tribes) function at their best. This means when males and females stick to their roles it's for the best interests of everybody. In other words, they believe what's termed as hegemonic masculinity is a positive thing, and they also tend to think biological rather than social and psychological factors play a far greater role in people's behaviors.
Personally I have criticisms of functionalism for several reasons. My biggest criticism of it is it goes much deeper than gender roles, having a great deal of cultural baggage behind it. Many functionalist critics call this cultural hegemony. Cultural hegemony is problematic because it usually has a very rigid set of standards concerning how a society (or tribe) should function such as political ideology, various social issues and not taking into account humans are much more than biologically-programmed robots with each having unique individual assets and interests.
Functionalists also either fail to recognize, or are intentionally ignorant to the fact that we live a modern era where females for the most part have already been liberated from their roles in westernized societies while males have not been. Even so-called nonfeminist traditional women have benefited from the very thing they criticize. Another criticism I have of functionalism is that I don't see how it's benefited the world when we look at the perpetual conflicts, wars and misery it has caused on so many various fronts. This is the problem with functionalism: it was effective for perpetuating the human species, but in doing so it has to rely on many negative aspects to do so. It has also nearly caused humanity to come to an end due to its inability to adapt and be reliant on the most negative aspects of humanity in order to survive. It also does not take into account that other methods of living can be effective for acheiving survival, with an extra bonus: individual happiness and freedom.
I agree with some parts of functionalism, but relying on it as a whole has not been a good thing in my opinion. Much too frequently functionalism has been used to justify keeping a plethora of cultural norms in place that extend to gender roles, politics, economics, 'deviant' behaviors, etc. Perhaps in order to answer questions like this more effectively we should look at human history throughout the industrial, agrarian and hunter/gatherer era. It seems to me we are actually returning to our historical roots during the hunter/gatherer era as more women gain their independence. Patriarchy was a construct from the agrarian era from the past (maybe) 10,000 years where women's roles became more limited.
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GARCH and ARCH under the volatility
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In an autoregressive AR(n) model, the current value of the process is a weighted sum of the past n values together with a random term. where the weightings are fixed and the random innovations are independent and identically distributed. This model is homoskedastic -- the random changes at each time step all come from the same distribution. (homo = same; skedastic = pertaining to scattering.)
Some real-world phenomena appear to be heteroskedastic instead i.e. they appear to have volatile periods followed by calm periods. The easiest way to do this is simply to specify what the particular distribution at a particular time will be. For instance, there is a lot more uncertainty in daytime electricity use than in nighttime electricity use, so if we were to model the electricity use at a particular time we might assume that the electricity use during the day would have a particular variance σDayσDay, and that the use during the night would have a lower variance σNightσNight. This is an ARCH model -- it's an AR model with conditional heteroskedacity (conditional on the current time).
On the other hand, perhaps the swings in volatility don't necessarily happen at particular times -- perhaps the times at which they occur are themselves stochastic. Instead of specifying exactly what the variance is going to be at each particular time, we might model the variance itself with an AR(p) model. This is a GARCH (generalized ARCH) model.
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Saludos cordiales, mi nombre es Rafael Quintana y soy Licenciado en Biología Marina de la Universidad de Oriente Venezuela. Durante mi formación académica inicio mi pasión por la búsqueda de nuevos fármacos de origen marino. Es por ello que me enfoque a aprender todo lo relacionado a esta línea de investigación durante mi periodo universitario. Dedique muchas horas de estudio, obtuve certificación de buceo, trabaje en laboratorios de la Universidad de Oriente y realice diversas pasantías en el instituto científico más importante de mi país (Instituto Venezolano de Investigaciones Científicas IVIC). Una vez que me sentí capacitado, desarrolle mi tesis de grado titulada: “Evaluación de la actividad citotóxica de la ascidia Polyclinum constellatum y su posible efecto sobre la línea celular de cáncer de mama 4T1”. En dicha investigación se encontraron resultados muy interesantes y prometedores que ameritan continuar con su desarrollo, no obstante la fuerte crisis en la que se encuentra mi país me imposibilita iniciar los estudios de postgrado, obligándome a buscar oportunidades en otras fronteras. Es por eso que le escribo a usted, he leído sobre el proyecto que iniciara y veo que tiene bastante similitud con la línea de investigación que tanto me apasiona. Por tal motivo quiero preguntarle ¿existe alguna posibilidad de poder realizar alguna maestría en la universidad, donde pueda trabajar con usted en su proyecto de investigación? Realmente me interesa su trabajo e independientemente de su respuesta seguiré al tanto de su proyecto. Espero que podamos estar en contacto, saludos.
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Hola Nikolay, muchas gracias por su consejo. Ya estoy enviando mi CV, saludos!
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La volatilidad del mercado global, sumado a la creciente incertidumbre de los mercados locales plantea retos de interés para todos los actores que en el hacen vida. El objetivo de la pregunta es conocer desde las diversas posiciones, algunas consideraciones que nos lleven a la construcción colaborativa de una hoja de ruta para abordar el mercado Colombiano desde el mercadeo y la estrategia.
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Entre las diversas técnicas a seguir para enfrentar el mercado, una de estas es la que nos ofrece el ME, pues los procesos de estas forman la hoja de ruta que debe seguir todo responsable de mercadeo.
en medio del mercado actual, volátil y cambiante, en que interactúan las empresas.
Como el mercado es cambiante y el futuro incierto, las estrategias y las acciones que se toman deben planearse con la mayor información posible, especialmente sobre el entorno y mercado, para reducir la incertidumbre y prepararse para el cambio, pero con prospectiva, anticipándose a los cambios posibles. Consiste en tener información suficiente para formular estrategias adecuada en cada caso que se puede presentar en el futuro. Esto quiere decir que se debe tener una actitud proactiva ante el futuro, y no simplemente reactiva.
Estas estrategias deben ser flexibles y deben tener margen de maniobra, donde los gerentes tomen acciones adecuadas ante los cambios. Esto quiere decir, que en sus acciones las organizaciones y los gerentes deben contar con capacidades que fortalezcan las hojas de ruta que proporciona el ME. Estas son las capacidades hipercompetitivas que generan soporte y fortalecimiento en la hoja de ruta a seguir en un mercado turbulento.
Esta hoja de ruta presentada por el ME, pero complementándola con otros conceptos de mercadeo y estrategia, que permitan aumentar la velocidad y capacidad de respuesta sobre las situaciones que se presentan, puede ser la siguiente:
1. Teniendo en cuenta la primera parte del Proceso de ME, la primero en la hoja de ruta, estaria conformada por la planeación que es de establecer cuál es el futuro deseado, tener una declaración de Visión y misión claras, y los objetivos a nivel corporativo.
2. Análisis de la oportunidad de mercado: Una segunda parte que es de estudio, de conocimiento, donde las organizaciones deben evaluar de forma amplia las condiciones inherentes a su mercado. Entender el mercado y a los clientes, conocer la necesidades, deseos y demandas del cliente, conocer la oferta del mercado.
3. Formulación de estrategias para situación de mercado específico: Hacer una auditoria externa, hacer una auditoria Interna y evaluar las posibles estrategias, para de esta manera elaborar e implementar la estrategia de marketing que se espera que llevará al futuro deseado, incorporando la prospectiva en el día a día de la empresa que le permitan establecer una estrategia para abordar los retos el entorno.
4. Incorporar como parte de la estrategia corporativa y de negocios, estrategias que incluyan el desarrollo de planes de mercadeo interno
5. Para la ejecución y control se sigue la siguiente ruta: Constante evaluación de la estrategia y análisis del entorno para realizar ajustes ante posibles cambios. Se recomienda a nivel de observación y verificación de situaciones de mercados, que conlleven a la implementación de métodos prospectivos, realizando seguimiento del mercado y sus tendencias, “ya que para poder participar con sorpresa y velocidad es necesario anticiparse a las necesidades a través de la inteligencia de mercados en todo el proceso”.
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Hi There, I just started my new research and i'm looking for some articles,opinions, resourches which can help me to create or develop new strategies that improve or encourage critical thinking and critical reading, every kind of information is important about this topic , so I thank everything with bibliography and authors, years.
Hola, Acabo de empezar mi nueva investigación y estoy buscando algunos artículos, opiniones, recursos que pueden ayudarme a crear o desarrollar nuevas estrategias que mejoren o alienten el pensamiento crítico y la lectura crítica, todo tipo de información es importante sobre este tema , así que gracias a todo con la bibliografía y los autores, años.
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Dear Daniel,
The following strategies will help in improving critical reading skills:
1. Previewing: Learning about a text before really reading it.
2. Contextualizing: Placing a text in its historical, biographical, and cultural contexts.
3. Questioning to understand and remember: Asking questions about the content.
4. Reflecting on challenges to your beliefs and values: Examining your personal responses.
5. Outlining and summarizing: Identifying the main ideas and restating them in your own words.
6. Evaluating an argument: Testing the logic of a text as well as its credibility and emotional impact.
7. Comparing and contrasting related readings: Exploring likenesses and differences between texts to understand them better.
As well as, in order to grow critical thinking skills, just follow the strategies below:
1. Be a continuous learner
2. Make the right decision for the majority
3. Listen and consider unconventional opinions.
4. Avoid analysis paralysis.
5. Analyze yourself.
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How to develop auditive comprehension using technology to help?
Hello everybody, I´m begining a research about How to develop auditive comprehension using technology to help, I would like material about authors, bibliography and methodologies, thank you so much.
We known that auditive comprehension is one of the most important macro-ability of humans, for this reason it´s very important to develop it for students that want to learn another language.
Hola para todos, estoy iniciando una investigación acerca de ¿Como desarrollar la comprensión auditiva usando la tecnología como herramienta de ayuda, me gustaría el material autores, bibliográfias y metodologías, muchas gracias. sabemos que la comprensión auditiva es una de las mas importantes macro-habilidades de los seres humanos, por esta razón es muy importante desarrollarla para los estudiantes que quieren aprender otra lengua.
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Hi Eduardo,
it depends on what you mean by "auditive comprehension". Acquiring a new language involves the development of a wide range of receptive skills, from the perception and categorization of new speech sounds to the ability to understand complex sentences while interacting with native speakers.
As you mentioned the use of new technologies, I would suggest you to search for any work or method related to the keywords "CALL" (Computer-Assisted Language Learning) and "speech/oral understanding/comprehension" if you are interested in the development of "global" comprehension skills, or to the keywords "CAPT" (Computer-Assisted Pronunciation Training) and "speech perception" if your interest lies in the development of phonetic/phonological skills.
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Please name them.
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statgraphics plus , statgraphics centurion can calculate multivariate capability analysis
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Hello everyone.
I'm student a student of bachelor's degree in Spanish and English at the Cooperativa de Colombia university, at this moment I am initiating an investigation on the subject: How to achieve meaningful learning with writing strategies in elementary school children? please request literature and bibliographic sources that relate to my research to achieve my goal.
Thank you.
Hola a todos.
Soy estudiante de licenciatura en español e inglés en la Universidad Cooperativa de Colombia, en este momento estoy iniciando una investigación sobre el tema: ¿Cómo lograr un aprendizaje significativo con estrategias de escritura en niños de primaria? por favor solicito literatura y fuentes bibliográficas que se relacionen con mi investigación para lograr mi meta.
Gracias.
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Meaningful learning and writing strategies can be achieved in elementary school children by developing a curriculum that best fit them and explain elementary learning in the simplest terminologies
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hi, can i use GMM in unbalanced panel data with N=35 and T=36 ? thank you
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Yes you can use GMM with a time period 2000-2015. In PMG, you can introduce I(0) to measure the short term effect, with the I(1) variables expressed in first differences.
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logistic regression fixed effect
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(a) represents the independent variable of interest. If, for example, you ran a logistic regression with two independent variables age and gender and you were interested in the conditional marginal effect of age, then you may want to use dydx(age) after logistic as following:
logistic y age i.gender
margins,dydx(age)
Some more examples from the Stata manual for conditional marginal effects and conditional partial effects:
Marginal effect of x1 on the predicted probability of y = 1, setting all variables to their means, after
probit y c.x1##c.x2##a with continuous x1 and x2 and binary a
margins, dydx(x1) atmeans
Marginal effect (partial effect) of a when all variables are set to their means
margins, dydx(a) atmeans
Marginal effect of x1 when a = 0 and x1 and x2 are set to their means
margins, dydx(x1) at(a=0 (mean) x1 x2)
Same as above
margins, dydx(x1) at(a=0) atmeans
Marginal effect of x1 when for all possible combinations of a = 0, 1, x1 = 50, 100, and
x2 = 10, 20, 30, 40
margins a, dydx(x1) at(x1=(50 100) x2=(10(10)40))
Marginal effects of x1, x2, and a with all variables set to their means
margins, dydx(*) atmeans
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Having run the ARDL model using STATA 11.2, I need to test for the stability of the model using the Cusum-Cusum squares test. I don't seem to know how I can go about it. Any help? Suggestions?
Thank you!
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Hello!
In Stata 14, you need to use command "cusum6". For example:
cusum6 y x x x, cs(cusum) cs2(cusum2)
cs(cusum) and cs2(cusum) create 2 variables containing the values used in the cusum and cusumsq graphs, respectively.
To visualizate cusumsq, you will need to press enter after the cusum graph is showed.
Regards.
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I have two time series data about yearly capital income and yearly disease morbidity (totally 25 years). And i want to use cross correlation to analyze the relationship between them. If I used the original data, it have negative cross correlation. But if Diff 1 data were used, not cross correlation relationship was observed. what is the right method?
Best regards
SUN 
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Hi,
it really depends on what you are trying to prove/check. If you use data in levels, you are reporting if your variables are evolving on the same/similar trend but if you use 1st order diff transformation, you report info on their joint dynamics - which is probably what you need. 
Also if I remember correctly, as the cross-corelation is basically normalized function of cross-covariance, your variables should be at least weakly stationary (without the necessary math, I just say that while stationarity is not a condition, stationary sample correlation tends to true correlation). Again, this would serve in favor of using diff transformation.
Hope this helps a little
Martin
PS. While looking at your example, you probably would not get much far with just cross-correlation analysis as there should be cleary some time-dependence (and lag) between your variables of interest so I would recommend to use some basic regression function the least (preferably with panel data structure to check your hypothesis at wider sample). 
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ci lavorate ancora su questa tema? come procede col simulatore? io aspetto ancora i dati per confrontare i modelli. ;)
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Ciao, mi fà piacere che il progetto va ancora Avanti.
intendi i risultati a multi strati? è possibile adattare le resistenze dei strati in modello a 3 dimensioni. praticamente l'ingresso del mio modello richiede la resistenza del terreno in forma dei cubetti o cubi rettangolari con le coordinate conosciute.
quindi avendo la resistenza dei strati ci permette di calcolare la distribuzione della corrente nel terreno.e confrontarlo con I risultati degli altri modelli, ma non garantisce di essere uguale ai valori misurati sul campo, specialmente per un terreno molto vasto. perche non credo che per un terreno vasto da 2-3km il modello a strati possa essere reale.
ideale sarebbe: fare misure sul campo usando il metodo Dipole-Dipole e calcolare la resistenza del terreno usando il modello 3D, poi fare la simulazione per la distribuzione delle correnti.
spero di essere riuscito a spiegarmi bene.
teniamoci in contatto
ciao
Sourena
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Algunos partadigmas:
Paradigma 1: Toda decisión en la Economía o en cualquier entidad o campo implica la estructuración (o reestructuración) y despliegue de un sistema logístico
Paradigma 2: Toda decisión está sometida a un trade off (balance entre ventajas y desventajas que genera la decisión) y tiene repercusión en todo el sistema logístico.
Paradigma 3: Toda decisión adoptada fuera de su Lead Time (plazo de antelación) siempre genera pérdidas. Sólo queda la opción de reducirla.
Paradigma 4: El sistema logístico de la empresa debe incluir a todos los procesos y actividades que se interrelacionan, incluso más allá de la misma, para generar el resultado final deseado y como tal se someten a un programa único e integrador
Paradigma 5: El sistema logístico comprende el ciclo que comienza en el cliente al considerar su demanda y exigencias y termina en el propio cliente al satisfacerlo.
Paradigma 6: La eficiencia y competitividad del sistema logístico se logra cuando todos sus procesos proporcionan sus capacidades y sincronizan sus actividades en función de satisfacer la demanda del cliente final.
Paradigma 7: La complejidad del Sistema Logístico viene dada por la cantidad de procesos que lo integran y las interrelaciones que se forman entre ellos. A mayor complejidad se necesita que los procesos que se integren tengan mayor fiabilidad.
Paradigma 8: La utilización de las capacidades de manipulación debe ser menor que la de los demás procesos del Sistema Logístico para asegurar alta eficiencia y eficacia del mismo.
Paradigma 9: De cara al cliente el Sistema Logístico debe ser una “caja negra”
Paradigma 10: La planificación deslizante, considerando un horizonte mayor al ciclo logístico total del Sistema, es condición necesaria para realizar una gestión logística eficiente.
Paradigma 11: La previsión de reservas para enfrentar riesgos de posibles fallos es condición para desarrollar una gestión logística eficiente.
Paradigma 12: El capital de trabajo requerido para un desempeño eficiente del Sistema Logístico está determinado por el ciclo logístico total del mismo.
Paradigma 13: El ciclo operativo (secuencia de operaciones, transacciones, controles, decisiones y registros) que va desde los proveedores hasta el cliente es el objeto del Sistema Logístico.
Paradigma 14: El aseguramiento de la plena interoperabilidad en los flujos materiales, financieros e informativos, en la organización, la infraestructura y la tecnología a nivel de todo el Sistema Logístico es condición necesaria para la máxima efectividad del mismo.
Paradigma 15: La integración del cumplimiento de las normas de control interno y de las buenas prácticas como parte (no chequeo a posteriori) de la tecnología de ejecución de las tareas de ejecución de la logística es condición para obtener operaciones efectivas y seguras en todo el Sistema Logístico
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Estimado profesor Acevedo Suárez,
Desde mi perspectiva todos los paradigmas son importantes, no obstante considero claves para el desempeño eficiente de un sistema logístico en orden descendente, los siguientes:
Paradigma 6
Paradigma 14
Paradigma 7
Paradigma 10
Saludos
Dear Professor Acevedo Suárez,
From my perspective all the paradigms are important, nevertheless I consider keys for an efficient performance of a logistic system in descending order, the following:
Paradigm 6
Paradigm 14
Paradigm 7
Paradigm 10
Best regards
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Hello eveyone,
I have mean value is 60, and standard deviation is 10. I'm generating 50 and 800 samples to see kernel.
From kernel density estimation in Matlab, I'm getting high 'std' like 20ish numbers for 50  and 800 sample estimations.
When I check on simple kernel code, xi gives me always 100 values, and difference among values are same, which means they are sequential.
I don't want to see my numbers sequential, and high 'std'.
Thank you.
Best Regards,
Okan
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What kind of kernels you talking about ? 
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I need your recommendation about suitable statistic test for the following scenario:
1. I produce Solution A (original & modified) and I want to compare their pH against a gold standard solution.
2. I want to compare the pH between original and modified solution (Solution A original vs Solution A modified)
3. I used Solution A (original & modified) to detect certain chemical in plant. In order to evaluate whether the solution can detect or not, I ask 5 persons to observe the chemical reaction on the plant and compare them with gold standard one. They need to give the following grade, "Poor", "Good" and "Excellent". I want to know whether Solution A (original & modified) is good enough as gold standard, so what is the suitable test?
I'm thinking about independent t test for no. 1 and paired t test for no 2. For no. 3, I'm thinking about weighted kappa where I combine all the grades and compare between Solution A (original) with gold standard and Solution A (modified) with gold standard.
So, is my choice of statistic test correct? or is there any better test I can perform?
Thank you
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What test is suitable depends on the statistical hypothesis you want to test and on the distributional properties of the data. Neither is given here, so it is impossible to give you any qualified help.
Given the normal distribution model is ok for your pH values and assuming your statistical hypothesis about the expected difference in pH, then a t-test is ok.
If a paired test for 2. is better than an unpaired test depends on the variance structure. If you say that there are pairs of measurements that are likely to share a common source of variance, then a paired test is better. If you don't see this, an unpaired test would be more suitable.
For 3. I am not sure what a good approch is because I do not understand the rating. But after all you have a very coarse scale and a very tiny sample, so I would bet that your data will be severely insufficient to draw any confident conclusion.
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Dear colleagues
I am preparing a paper and I would like to have an argument in order to change the value of statistical significances.
If anyone knows papers in ecology where a value of statistical significance different from 0.05, preferably with values of 0.1,  please send me the bibliographical reference.
Thanks in advances
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My Dear you can dependen on p-value to determine sig. of test. and compare with 0.05 or 0.1 acordding to natural of study (Medical or Economic,... ) and the above refrences are good to  use it
with best regards
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does any relation whether direct or indirect between gold and oil????
id f you know then ans. my que.
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There are many similarities between exploration of minerals/ores  like Gold and also mineral oil that is OIL.
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How can I use R software to perform the Mann-Kendall Test for trend analysis 
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Dear Ely Yacoub,
Use "fume" package in R it will  provide all statistics of mann-kendall and modified mann kendall test that required in trend analysis.
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what are the skills needed for above question using Eviews  9?
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If you are able to get the residuals from the estimated model most of the tests can be done in any software. 
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I have data with 5 likert scale 1- Strongly Disagree to 5-Strongly Agree and also a Don't Know Option. I want to use Structural Equation Modelling (SEM) to determine causes of corruption from this data but having problem with the don't know option. I would like to seek suggestions.
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Dear Professors,
Thank you for your kind suggestions.
Namgay
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I need to do reverse causality analysis (two way relation) in panel data is it ok to use Granger Causality or is it only used for time series analysis? Or is there any other test for this purpose? Does correlation serve this purpose or not? Can we use the Granger Causality Test for panel data? If not, how could we check causality among panel data? what is your opinion on canning and pedroni 2008 method?
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You can also use the command xtgcause or pvargranger to perform panel Granger causality in Stata.
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Dear all,
I use Stata13 and carried out some estimations using the Pooled Mean Group (PMG) estimator. I want to check for robustness. Can I carry out a Dynamic Fixed Effects (DFE) or OLS analyses? What about the post-estimations? Any suggestions on what to do?
Thanks in anticipation!
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Dear Ngozi,
I suggest to you links and attached files in subject.
-Panel Data Econometrics - ResearchGate
-Stata for Researchers: Statistics
-Differences between interaction and subgroup analysis - Statalist
Best regards
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During the testing of surface water samples, PI values are lower than the TOC values. 
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yes it is , when i was working with surface water it dependency was estimated in regression . i suppose you can do the same for your water
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Shall we use the same transformation form (like log) for all variables be used in the same model?
or we could apply different forms, i.e. utilize log for one and square root for another based on the best distribution for everyone
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Dear Soliman Rakha,
It's the same situation like any women has when she prepares herself to go out:
What dress to ware? What style? which clothes? Any data table with all values of Y can be expressed as log Y, or e expY, or 1/Y etc.
However the information of our data-table remains always the same. No new information at all, just a different presentation or a different look when you go out with another dress.
Then rises the question: why having different dresses or why expressing the same mathematical information in different ways? One answer: Just to present the given situation in the most understandable or most presentable (or sexy) way.
Any table of many values of x carry the identical information (not more and not less) than the data table of  x or log x or x exp2 , or x exp (anything). You cannot increase the amount of information just by changing the outlook or the wrapping. Your friend remains the same person in an evening dress, bathing dress or necked......some presentations however may be more or less appealing. (no publication added)
Reto
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Benchmarking of clinical laboratory requires to build catalogue of diagnostic tests taking into account the weight of the cost of each test. So I need a method to create this kind of catalogue
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Nurbol, the weighting of a test will depend on the additional information that the result will provide in a particular clinical situation (that is, the diagnostic or therapeutic question that the requesting clinician wishes to answer).
For example, the weighting of a random plasma glucose test as part of a routine health check will be very different from its weighting in a comatose patient with known diabetes. 
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Endogeneity leads to biased estimates and inconsistent parameter estimates that make reliable inference impossible or flawed.
Usually, endogeneity is studied in linear and OLS models, notin Structural Equation Models. Loosely defined, it is a correlation between an explanatory variable and en error term in a regression. They often stem from the correlation between an unobserved (unaccounted for) variable and one or two observed variables. Or an error term which may have a correlation with one observed variable.
This is probably no easily tested, hence, my question may be reworded as: which techniques should one use in a SEM based on PLS to conclude with some degree of certaintly that there is no issue of endogeneity?
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Dear Xavier,
I think at the moment this is done via  tests based on maximum likelihood estimation. In doing so, the scores obtained from PLS are exported to a statistical software which is capable to deal with SEM with observables. There, the issue of endogeneity can be tested. Another approach is to extract the scores to a statistical software and perform a OLS and 2SLS estimation. To test for endogeneity, the estimates are compared by a Hausman test. 
I'm currently working with some colleagues on a bootstrap-based Hausman test to test for endogeneity in the framework of PLS-PM. I think this procedure is in particular useful in small samples where the distribution of the test statistic is likely not chi-square (Wald test and so on are only asymptotically chi-square distributed).
To summarize, I think current practice is to use approaches known from SEM with observables only. However, to my knowledge none of these approaches is available in any commercial PLS software.
Best regards,
Florian
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One would have thought that the nomenclature used in entomology and zoology is standard
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Hello!! :) Yes,  there are rules and codes made for standarizing the nomenclature, but sometimes some mistakes or errors can happen, and when nobody realizes on time about them, somebody can make the same mistake, and there are times that an erroneous terminology becomes broadly used because nobody was capable of rectifying it in years. And I believe that those kind of mistakes are among the ones Prof. Bozsik is trying to display in his project, no matter which language or culture originated them...
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I am applying ARDL Bounds test for Co-integration. The residual diagnostic tests show that there is a problem of serial correlation? Does it matter?
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MUSTAFA is wrong or more appropriately stated appears to have misunderstood footnote 31 of PSS (2001). Indeed, serial correlation is crucial in ARDL estimation. In the paper he cited by PSS(2001) on page 308, the authors write "it is, therefore, important that the lag order p of the underlying VAR is selected APPROPRIATELY. There is a delicate balance between choosing p sufficiently large to mitigate the residual correlation problem ....available" Serial correlation is mentioned 5 times in that paper which shows that it matters. Their statement on page 314, footnote 37 assumes that the order of the ARDL is appropriately augmented by the suitable specification of the lag structure of the dependent and independent variables-- see page 311 and 312 (bottom). These augmentations are intended to suck away serial correlation and endogeneity from the model. For other examples, see Pesaran (1997, pp. 182-185 and Pesaran and Shin (1999, pp381-387; 404-405)
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In testing for stationarity for regression or VAR, does it matter whether the series is stationary without intercept and trend, or with intercept only or with trend only or in any other combination?
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Thanks.
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Dear Fellows,
Mentioned below a table taken from a published article:
Dependent variable AIC lags F-statistic  Decision 
 FF (F\Y, K, L, T)   2              6.701         Cointegration
FY (Y\L, K, F, T)    2              2.365         No cointegration
FL (L\Y, K, F, T)   1                 0.762         No cointegration
FT (T\Y, K, F, L)   1                2.736         No cointegration
FK (K\Y, L, F, T)   1                2.552         No cointegration
Lower-bound critical value at 1%  3.06  
 
Upper-bound critical value at 1%  4.15  
 
Lower and Upper-bound critical values are taken from Pesaran et al. (2001), Table CI(ii) Case II.
for reference, Table 3 and Table 2 in attached papers. if we find more than one cointegration than ARDL becomes inconsistent and invalid?
Thank you.
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You have a small sample size and you should focus on ARDL. However, you need to re-think your equations because you can only have one cointegration with ARDL.
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Can i take logarithm with cross sectional data? 
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What is the goal of this exercise? Do you want to plot the cross section in logarithmic scale? Of course you can do that.
Josch
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what is the minimum timespan for applying panel data cointegration test?
is it okay with only 6 observation of yearly data with around 30 groups?
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i thought so too that 6 years is still not good enough.. I think i will change the model then. 
Thank You all for your response,, 
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If the number of observations is small, does it affect the results and reliability
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One thing that you should also consider is that you have to make sure that your results are not sensitive to (i) the time period and (ii) the panel members you select. If that is the case, then (in addition to regular effects) you should include some specific variables (e.g., a crisis dummy variables for years 2008-1013) to correct for the heterogeneity coming from the changing of the scope of the panel. 
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Dear all, I want to assess the effects of financial instability on growth. My model is based on Beck and Levine (2004). But when I run it I cannot reject the null hypothesis of AR1 that there is no autocorrelation (My data are in log form).
Are my results relevant?
When I use data without transformation into log form, my results are all good.
What Is it better to do?
Thank you!
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Hello, Christophe. You could try to introduce an AR(1) element in your model, in order to deal with autocorrelation. 
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Dear Researchers
I'm searching for the two diff. equations roots:
y''(x) = (g - k*y(x))/(a-b*y(x))
y''(x) = g/(a-b*y(x))
Such that: y(0)=0 and y'(0)=0
Sincerly
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Tahar> I'm searching for the two diff. equations roots:
That sounds strange! Don't you search for solutions of the two differential equations? Roots is a concept for solutions of algebraic type of equations.
One may say that there is only one equation, since the first reduces to the second when k=0. The expression given by Akhlaq is not a correct solution. In the special case that (bg-ak)=0 there is a simple solution,
y(x)=k x2/(2b) ,
In the case that k=0 one may express x as function of y, but that expression involves a special function (the exponential integral). For k!=0 one may still express x as an integral involving y, but that integral cannot be expressed in terms of any named function.
From a practical point of view a numerical solution may be the best option. However, for qualitative understanding one can think of x as the time coordinate. Then the first equation can simply be interpreted as Newton's second law for a particle with position y, moving in a potential
V(y) = [(bg-ak)/b2] ln(a-b*y) - ky/b.
By plotting this potential for some relevant values of the parameters, and taking into account the initial conditions, you can learn a lot about the qualitative behaviour of the solution. Which can be very useful in combination with numerical integration.
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I have annual time-series data from 1972-2014. Is the number of observation sufficient to correctly estimate the Johansen cointegration test? One professor told me that minimum number of observation should be at least 200! Is it true? Please let me know. If it is possible, please refer a book where the requirement of the minimum number of observation for the cointegration test is given.
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Hi sir!
I have an objection on the figure stated as it is too large observation. We can see the published works for evidences. Most of the published works were based on observations between 40 and 100. Even, Johansen (1995)  and Juselius (2006) used a sample size of less than 100 while dealing with co-integration issues.
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It seems I can only get the fixed portion when using margins after running xtmelogit model with a cross-classification structure. Does anyone know whether STATA can calculate the estimate probabilities that take both fixed and random effects into consideration? 
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Thanks a lot Luca. 
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Hi! Is it valid to use the Bai-Perron test to detect a structural break in the constant in a regression with non-stationary variables, and then use the break dates as step dummies in an Engle-Granger co-integration test?
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Zivot-Andrews Unit Root Test  is also there to detect structural break automatically. In Eviews8 this can be done. then you can do Bayer and Hanck (2013) cointegration test with structural break....
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Hi
Could anyone suggest a book or a manual that explains STATA ARDL procedures in details? I tried to search it online but have had no luck. 
Thanks in advance! 
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Statistical software for economics 
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Although there are various handbooks and books in the market, i suggest you using SPSS statistics base 17.0 user's guide. Its a very comprehensive and applicable source which is free.
I hope you find this useful.
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I have used VECM and Wald test to find out the long run and short run causality between spot and futures prices of agri commodities.  Should I also perform 
Granger Causality test? 
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If you want to know the direction of the causality between variables, you should perform the Granger causality tests. By doing this you will be able to determine the both short-and long-run causality as well. Also, by using the impulse responses you can determin the sign of the causality and based on the variance decoposition you can decide whether established causal relationships between variables will also hold for the out of sample period. 
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An urgent reply will be appreciated. Thanks
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type help mvprobit in command prompt
Look for mvprobit and install it
Then you are good to go
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To test the direction of causality relations between spot prices and futures prices of agricultural commodities, which tool is more appropriate -  pairwise Granger causality test or VEC Granger Causality/Block Exogenity Wald test?
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Both are used to understand economic issues, however, their application depends on the integration and cointegration between the variables under scrutiny.
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I have quarterly data for some variables and annual data for other variables. Please how do I go about the estimation. Which procedure will be best?
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Hi,
there is yet another possibility - you can also transform annual data to quarterly frequency - you can do it in R:
but there is also a possibility to do it in Eviews.
Best regards
KB
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I have 45 yearly time series data.
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It is not about number of years. The test is in a VAR so you need to think of degrees of freedom, not years. And it will anyway depend on the signal to noise ratio in your data. To know how far you are from asymptotics you need to set up a Monte Carlo and simulate calibrating the DGP to the variances in your data and data sample. Never listen to anybody who tells you x years is "enough": it will always depend on what you are studying!
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Conventional methods versus molecular biology methods for detection of AR in livestock against GIN
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My model is of the type:
Y_t = b *x_t + e_t                   where             e_t = rho*e_(t-1)+ v_t                1)
In this case OLS are infefficient but unbiased.
Then why by estimating FGLS by using 1) to obtain an estimate of rho, rho_OLS, and then  estimating
y_t - rho_OLS*y_(t-1) = b * (  x_t - rho_OLS*x_(t-1) ) + v_t                           2)
I obtain an estimate of the b coefficient that differ drammatically from the one that I obtained by OLS ?
thanks a lot for your support
margherita
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Hi Margherita,
the property of unbiasedness for the OLS and efficiency for the FGLS relies on the assumption that the true generating model conforms to GLS, i.e. that the errors follow some stable AR(1) model or at least some other stable time-series model. If this condition is violated, OLS can be biased. You do not tell us what Y and X are. If their true dependence is nonlinear and you are estimating a linear regression, for example, the OLS and FGLS estimates can differ systematically, and the same can be observed when X is a lag of Y even if the relation is linear.
Robert
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I had asked the question if tetracycline/doxycycline mouthrinse cause tooth discoloration? A few scholars said no but cited no references. May be if we rephrase the question to read "Is tetracycline tooth stain dose dependent?" Maybe this will help me. Please cite references with your answer. Thank you!
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Dear Solomon, I have no input for you on " Is tetracycline tooth discoloration dose dependent?
Ön"your question "What is the mean MMP (SD) among pregnant women in your…"I refer you to Alina Kunnen. She is also in Researchgate
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Have you used a Comprehensive meta-analysis software (CMA). I am strugling to find the right format to enter data from generalised estimating equasions (GEE), which reports only beta coefficient and p-values. I have attached the table. Has anyone done this before?
many thanks,
Mariyana
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Hi Mariyana, 
I think CMA allows you to do meta-analysis with the data shown in the table (see the highlighted options in attachment).
I may be able to help further if you let me understand the meaning of the results in table (study design, intervention, outcome, etc.).  
Jeeva 
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I want to estimate the panel Seemingly Unrelated Regressions Augmented Dickey–Fuller (SURADF) test, which is proposed by Breuer et al.(2002). The SURADF test allows us to identify how many and which members of the panel contain a unit root. I need it for estimating the mean-reverting PPP.
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Toda and Yamamoto Granger no-causality test is employed by estimating a VAR model of augmented production function using SUR method.
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We have aggregated 12 weeks of data from 60 participants resulting in 1 number per week ( i.e., 12 observations total). We would like to know if it is possible to run a Granger Causality test on only 12 time points and specify a lag of 1. My guess is that since Granger Causality is based on regression, we need a sample size of at least 30. Thank you!
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Technically it is possible to run the test using few observations. However, your sample size comes with two problems:
a) The obvious one is that few observations cause high uncertainty in your estimates (i.e. large standard errors, etc.). You might thus fail to reject the Null of "no Granger causality" due to the lack of power. Thus, if running the test you have to be careful to not misinterpret "absence of evidence" as "evidence of absence".
b) In dynamic models (unlike cross sectional studies) the OLS results are biased. You thus should use some kind of finite sample correction. The most simple one would be a straightforward bootstrap bias correction (such as Runkle in JBES 1987). A more sophisticated bias correction has recently been proposed by Bauer, Rudebusch and Wu in JBES 2012.
Long story short. If you can reject with a proper bias corrected estimator, you can safely reject noncausality. If you find nothing, you pretty much have evidence because failing to reject in such a small sample is not very informative.
Best
Makram
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My VECM is a 3 variable model. But cointegration test is showing two cointegrating equations. Is it ok? Should I proceed? Don't we need one equation? Aotocorrelation, Heteroskedasticity and Normality test are ok.
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I agree that you don't have any problems but you still have a lot of work to do. The Johansen procedure identifies the co-integration space and not the co-integrating vectors.  Any two independent combinations of the co-integration vectors identified by the Johansen procedure are also co-integrating vectors. In the next step you must impose sufficient identifying restrictions to make the co-integrating vectors unique. This is done using economic theory. The Johansen procedure then allows you to test coefficient values and over-identifying restrictions. Unless you proceed in this way your ecm's will not make economic sense
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Here is the Johansen co-integration test result.
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The trace test and the max-eigenvalue co-integration rank tests are different because they test different hypotheses.
If we have p=5 variables the Johansen test involves 5 eigenvalues l1, l2, l3, l4 and Lin decreasing order. There are, for example 3 unit roots if l3=l4=l5=0.  In the trace test the alternative is that all 5 eigenvalues are zero. Note that the hypotheses that there are only two or one zero eigenvalues is implied if the 3 hypothesis is accepted. Thus the 3 zero eigenvalue hypothesis implies that there are at least 3 unit values and at most two co-integrating relationships.   
In similar circumstances the corresponding maximum eigenvalue test would have an alternative hypothesis that there are 4 zero eigen values. I would be tempted to use this test in circumstances where theory was definite about 1 co-integrating relationship and I wished to test for a second. I do not recall such a scenario in my research.
In other circumstances the trace test is to be preferred. Possible references are Burke and Hunter (2005), Modelling non-stationary economic time series, Palgrave or Enders (2014), Applied Econometric time series, 4th edition, Wiley. Your software makes this look easy but a proper understanding requires a lot of effort.
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