Search found 12 matches
- Thu Dec 16, 2021 2:19 am
- Forum: Estimation
- Topic: Do Panel DOLS and FMOLS estimations include time dummies or any other effect?
- Replies: 1
- Views: 20202
Do Panel DOLS and FMOLS estimations include time dummies or any other effect?
Dear all, I am performing some panel DOLS and FMOLS estimations in Eviews. However, I can't find any option in the Menu to include any time effect (or time dummies) or fixed effects (or country effects). Therefore, I have two questions, 1- Does Eviews only estimate the Panel DOLS and FMOLS regressio...
- Fri Aug 06, 2021 8:11 pm
- Forum: Estimation
- Topic: Grouped Panel DOLS and FMOLS
- Replies: 0
- Views: 24463
Grouped Panel DOLS and FMOLS
Dear all, I estimated a Grouped Panel DOLS and FMOLS equations and I planned to take the residuals to estimate Mean Group Panel VECMs. However, I noticed that the residual errors in each group are not centered to 0. Some of them are 16. something, some -4. anything else and this happens for vast maj...
- Thu Apr 01, 2021 8:26 pm
- Forum: Econometric Discussions
- Topic: Panel DOLS estimation
- Replies: 0
- Views: 12220
Panel DOLS estimation
Dear all, In pure time series, the DOLS estimation can include I(1) and I(0) regressors. However, the I(0) regressors should be included without leads and lags. Is this also valid for panel DOLS estimator? If yes, how should I include the I(0) variables? I can say that when we are in the estimation ...
- Tue Jun 25, 2019 6:36 pm
- Forum: Estimation
- Topic: About Imposing VEC Restrictions
- Replies: 0
- Views: 2802
About Imposing VEC Restrictions
Dear all, I set up a VECM and I want to impose restrictions through "Imposing VEC Restrictions". I know I can set restrictions on alpha and beta. But, Can I set restrictions in the short-run coefficients? If yes, how can I do it? If not, How can I set these restrictions? Kind regards, Reyn...
- Fri May 03, 2019 7:15 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 421122
Re: Gregory-Hansen Cointegration Test
Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?
- Mon May 01, 2017 3:14 am
- Forum: Econometric Discussions
- Topic: About Dickey Fuller ADF test
- Replies: 0
- Views: 2577
About Dickey Fuller ADF test
Hello, I am performing ADF in Eviews and my question is about the significance of the constant in the specification of the ADF when I include the constant. The output is in the attached jpg. Here, my question is, Can I interpret the 0.5342 p-value of the constant (C) as the real p-value for the cons...
- Sat Aug 06, 2016 11:53 pm
- Forum: Econometric Discussions
- Topic: Variance Decomposition in Eviews
- Replies: 0
- Views: 3194
Variance Decomposition in Eviews
Hello, I am performing cointegration analysis using Eviews and the DOLS estimator in the cointegrating equation. After saving the residuals of this equation (they are stationary then the variables are cointegrated), I estimated the short run equation including the lagged error term, one lag of the d...
- Wed Aug 03, 2016 7:09 pm
- Forum: Econometric Discussions
- Topic: Discrepancy between a VAR and a VECM
- Replies: 6
- Views: 5881
Re: Discrepancy between a VAR and a VECM
Dear dakila, lot of thanks for your attention and help. I already found the source of the problems. It was very very simple. The point is that the VECM allows for one year more in the data (2011). When I estimate the VECM with data until 2010 the results are exactly the same. My only problem was tha...
- Wed Aug 03, 2016 4:47 pm
- Forum: Econometric Discussions
- Topic: Discrepancy between a VAR and a VECM
- Replies: 6
- Views: 5881
Re: Discrepancy between a VAR and a VECM
sorry, what I mean is that because i am using DOLS the sample reduces to 57 and I save 57 observations of the error term. Then when I estimate the VECM it is estimated with 57 observations because is limited by the error terms observations. When I build the VECM with a lag in all the variables (incl...
- Wed Aug 03, 2016 4:34 pm
- Forum: Econometric Discussions
- Topic: Discrepancy between a VAR and a VECM
- Replies: 6
- Views: 5881
Re: Discrepancy between a VAR and a VECM
Very much thank you for your reply. I have 61 observations that when I apply DOLS the sample use to be 56 or 57
- Tue Aug 02, 2016 8:01 pm
- Forum: Econometric Discussions
- Topic: Discrepancy between a VAR and a VECM
- Replies: 6
- Views: 5881
Discrepancy between a VAR and a VECM
Hello, I am performing cointegration analysis using Eviews and the DOLS estimator in the cointegrating equation. After saving the residuals of this equation (they are stationary then the variables are cointegrated), I estimated the short run equation including the lagged error term, one lag of the d...
- Sun Jan 17, 2016 8:09 pm
- Forum: Data Manipulation
- Topic: Seasonal Adjustmetn
- Replies: 4
- Views: 5252
I have problems performing X13 Seasonal Adjustment
At first, very much thank you and congratulations for your work. I have leant a lot in the Eviews Forums web pages. I want to perform a Seasonal Adjustment when I follow Proc/Seasonal Adjustment/Census X-13... and the "X-13 Options" window appears and click in X-13 built in regressors I ha...