Search found 4 matches

by EconometricAarhus
Tue Aug 04, 2015 12:56 pm
Forum: Data Manipulation
Topic: VIF analysis in Panel data
Replies: 19
Views: 32183

Re: VIF analysis in Panel data

You can actually test for multicollinearity based on VIF on panel data. lets say the name of your equation is eq01, so type "eq01.varinf" and then click enter. then you will get centered (with constant) vif and uncentered (without constant) vif. Keep in mind, if your equation dont have co...
by EconometricAarhus
Sun Jun 28, 2015 5:54 am
Forum: Econometric Discussions
Topic: Panel data unit root common vs individual
Replies: 0
Views: 985

Panel data unit root common vs individual

Hello. I am doing a random effects model on bonds. N=373 and T=60. In the preliminary tests I am about to do unit root testing. I am in dought of which unit root test to rely my data on. What are the pros and cons of doing common unit root testing vs individual unit root? And what about co-integrati...
by EconometricAarhus
Fri Jun 26, 2015 5:41 am
Forum: Estimation
Topic: coefficient covariance matrix panel least squares
Replies: 7
Views: 5627

Re: coefficient covariance matrix panel least squares

I know that it is an old post but I have a question:

Harry_tuttle says: "For N > T it is common practice to use the White period estimator". Why is this?
And do we have a source/academic article on this?
by EconometricAarhus
Wed Mar 25, 2015 2:15 am
Forum: Estimation
Topic: Fixed Effects Estimation
Replies: 1
Views: 1361

Fixed Effects Estimation

Hello. Using EViews 7. I have uploaded the Excel file "EViewsPanelDataFEquestion", which is a more simple version of my extensive data. I am trying to make a panel data regression and get the problem with "Near Singular Matrix". My problem is when I do my regression including two...

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