EViews.com

Systematic GMM, Bond (2002) and Roodman (2006)

Hello,

I am using Eviews10 and I am not sure how to use SGMM in practice.
I would appreciate it if you walk me through how to do it.
Thank you.

Does it mean i have to choose either period or cross-section??

In EVIEWS 10, I can't find HAC standard errors in Coef Covariance Method even though I am using a panel data. Thank you for consideration.

I took a test of Weak Exogeneity test in my VECM. Having identified weakly exogenous variables, I imposed a restriction on those variables, meaning they are not on the left-hand side, anymore. When I see the cointegrating equation (ranked 1, btw) with the restriction, I cannot find t-statistics (or ...

Hello there, All of my variables are I(1) and Johansen test says that my multivariate model has one cointegration. However, my VECM is not statistically significant nor has a right sign. What should I do next? Should I do general to specific approach or VAR with first difference? Thank you for consi...

I did a Johansen Cointegration test results and below is the results. It is confusing since the hypothesis of none is not rejected but the hypothesis of at most 1 is rejected.. How should I interpret this? Thank you Date: 06/15/17 Time: 00:34 Sample (adjusted): 2004M09 2008M08 Included observations:...