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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...

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...

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 ...

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...

Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?

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...

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...

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...

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...

Very much thank you for your reply. I have 61 observations that when I apply DOLS the sample use to be 56 or 57

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...

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...