Search found 15 matches

by berten
Thu Jul 25, 2013 12:19 pm
Forum: Estimation
Topic: Panel 2SLS EViews and Stata
Replies: 3
Views: 4041

Re: Panel 2SLS EViews and Stata

Thanks for your reply. The ratios are fairly close to each other, but not exactly the same. They differ after 4th decimal number, e.g. 0.984163864 and 0.984136258. When I unselect the degrees of freedom correction, the SEs become a lot more similar, and the ratio becomes 0.999999059320208. But it's ...
by berten
Tue Jul 23, 2013 3:31 pm
Forum: Estimation
Topic: Panel 2SLS EViews and Stata
Replies: 3
Views: 4041

Panel 2SLS EViews and Stata

I use panel two-stage least squares estimation with period and regional fixed effects and White period standard errors in EViews. Now I try to get the same results in Stata, and although it seems very simple, I don't get the same results for standard errors. The closest results are given by: ivregre...
by berten
Wed Mar 20, 2013 12:17 pm
Forum: Data Manipulation
Topic: Adding new cross-sections to a dated panel
Replies: 6
Views: 4726

Re: Adding new cross-sections to a dated panel

Sure, but doing that gives values greater than 1.
by berten
Wed Mar 20, 2013 11:48 am
Forum: Data Manipulation
Topic: Adding new cross-sections to a dated panel
Replies: 6
Views: 4726

Re: Adding new cross-sections to a dated panel

I am also trying to figure out what normalized means in this context. I am replicating the results of a study which used an average of 12 normalized individual components to create an index. I attached one of these components. Their results lie between 0 and 1, mostly around 0.5 and 0.7. I assume th...
by berten
Wed Mar 20, 2013 10:56 am
Forum: Data Manipulation
Topic: Adding new cross-sections to a dated panel
Replies: 6
Views: 4726

Re: Adding new cross-sections to a dated panel

Thanks, I will try this. I have a different question as well. To calculate the normalized values of a variable, should I simply use @cnorm(x)? Would there be additional specifications for panel data? Thank you.
by berten
Wed Mar 20, 2013 8:28 am
Forum: Data Manipulation
Topic: Adding new cross-sections to a dated panel
Replies: 6
Views: 4726

Adding new cross-sections to a dated panel

I have a dated panel for 51 cross-sections and 13 periods. I would like to add 20 more cross-sections, for which I have data in excel. This sounds trivial, but when I try to increase the cross-section ID series, EViews doesn't let me do that. How can I include these additional cross-sections? Thanks...
by berten
Sun Oct 21, 2012 9:39 am
Forum: Data Manipulation
Topic: Ticks on the zeroline
Replies: 1
Views: 2205

Ticks on the zeroline

I am trying to put ticks on my zero line and delete the ones on the bottom line. How can I do that? The ticks are always on the frame (bottom line) regardless of which option I try. Thank you very much for your help.
by berten
Wed Aug 24, 2011 1:41 pm
Forum: Estimation
Topic: Ramsay Specification Test for VECM
Replies: 1
Views: 2156

Ramsay Specification Test for VECM

Is it possible to perform the Ramsey specification test for a VECM? It does not show up on the View menu, but I have seen some papers that have done the test for VECM, so I was wondering if there is a way to do it with EViews. Thanks for your answers.
by berten
Tue Aug 09, 2011 11:58 am
Forum: Estimation
Topic: Correlation with asymptotic standard errors
Replies: 3
Views: 3747

Re: Correlation with asymptotic standard errors

If the asymptotic standard error can be calculated from the statistics reported by EViews, would you mind giving an example? Thank you.
by berten
Tue Aug 09, 2011 9:16 am
Forum: Estimation
Topic: Correlation with asymptotic standard errors
Replies: 3
Views: 3747

Correlation with asymptotic standard errors

How can one calculate the contemporaneous correlations for a group of variables with their significance indicated by their asymptotic standard errors in EViews? Thank you. It might really be a very simple issue. I tried the covariance analysis from group menu, and calculated the ordinary correlation...
by berten
Fri Jan 21, 2011 5:22 pm
Forum: Programming
Topic: Bry Boschan Routine
Replies: 7
Views: 15081

Re: Bry Boschan Routine

Thanks for your reply. Does anyone have an algorithm that they can share with me? I would appreciate it very much!
by berten
Thu Jan 20, 2011 10:01 pm
Forum: Programming
Topic: Bry Boschan Routine
Replies: 7
Views: 15081

Re: Bry Boschan Routine

Did anyone find this out? I am looking for the same B-B process. Thank you!
by berten
Wed Dec 15, 2010 10:18 am
Forum: Estimation
Topic: Vk and Vm estimators
Replies: 1
Views: 2255

Vk and Vm estimators

Can EViews estimate Vk and Vm estimators available in RATS?

Thanks for your help!
by berten
Thu Sep 10, 2009 12:32 pm
Forum: Estimation
Topic: Insufficient Observations Error in Pedroni Test
Replies: 3
Views: 4278

Re: Insufficient Observations Error in Pedroni Test

I am attaching my workfiles. I need to conduct two Pedroni cointegration tests (one for each set of variables)

I appreciate your help. Thank you very much.
by berten
Wed Sep 09, 2009 3:04 pm
Forum: Estimation
Topic: Insufficient Observations Error in Pedroni Test
Replies: 3
Views: 4278

Insufficient Observations Error in Pedroni Test

Hi all, I get an error when I try to implement Pedroni cointegration test for panel data. The error message says "insufficient observations", but I have over 2000 observations for each variable. Here is what I have done: - I have introduced my excel data file into EViews as panel data.Cros...

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