Search found 4 matches
- Tue Aug 04, 2015 12:56 pm
- Forum: Data Manipulation
- Topic: VIF analysis in Panel data
- Replies: 19
- Views: 48464
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...
- Sun Jun 28, 2015 5:54 am
- Forum: Econometric Discussions
- Topic: Panel data unit root common vs individual
- Replies: 0
- Views: 1759
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...
- Fri Jun 26, 2015 5:41 am
- Forum: Estimation
- Topic: coefficient covariance matrix panel least squares
- Replies: 7
- Views: 8677
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?
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?
- Wed Mar 25, 2015 2:15 am
- Forum: Estimation
- Topic: Fixed Effects Estimation
- Replies: 1
- Views: 2578
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...