Search found 11 matches

by Wecon
Mon Apr 25, 2016 12:11 pm
Forum: Econometric Discussions
Topic: Spurious results when combining I(0) and I(1) variables
Replies: 2
Views: 1765

Re: Spurious results when combining I(0) and I(1) variables

Thank you trubador for the link. I'll go for the ARDL-option you suggest in the thread you linked to. VAR would not make much sense since all of my explanatory variables can be expected to be exogenous. I'm still interested to know whether or not regressing an i(1) variable on other, possibly indepe...
by Wecon
Sun Apr 24, 2016 9:15 am
Forum: Econometric Discussions
Topic: Spurious results when combining I(0) and I(1) variables
Replies: 2
Views: 1765

Spurious results when combining I(0) and I(1) variables

I have one dependent variable and 5 exogenous variables. I do not wish to make a decision on the order of integration of my dependent variable and 3 of the 6 explanatory variables. I also do not want to decide on cointegration between the variables that are possibly I(1). For the two remaining expla...
by Wecon
Tue Apr 12, 2016 2:02 am
Forum: Econometric Discussions
Topic: Interpreting corr. betw fixed effect & explanatory variable
Replies: 0
Views: 982

Interpreting corr. betw fixed effect & explanatory variable

Hi, I'm doing a fixed effects (cross-sectional fixed effects) estimation and since fixed effects estimations discard the information in cross-sectional differences by demeaning the data, I checked the correlations between the fixed effects and the average of my explanatory variables. I found that th...
by Wecon
Sun Apr 10, 2016 5:25 am
Forum: Estimation
Topic: SUR estimation for panel instead of pool
Replies: 0
Views: 900

SUR estimation for panel instead of pool

Hi, I am dealing with panel data in a panel workfile (EViews8) and I want to do a SUR estimation with a separate equation for each country. So far, I could only find instructions on SUR-estimations for pooled data. How can I do a SUR estimation on panel data? Or how can I convert my panel workfile i...
by Wecon
Fri Apr 08, 2016 1:12 am
Forum: Data Manipulation
Topic: Panel: matching different series
Replies: 7
Views: 2711

Re: Panel: matching different series

It did indeed. No need to use match merge. Thanks!
by Wecon
Thu Apr 07, 2016 12:22 am
Forum: Data Manipulation
Topic: Panel: matching different series
Replies: 7
Views: 2711

Re: Panel: matching different series

@EViewGareth Another shot for clarification: Suppose I have two workfiles (IIP-workfile and gdp-workfile) with different samples (country-dimension is the same, but for the time-dimension the gdp-workfile may contain longer timeperiods for some countries). Now, I want to add the gdp-series from the ...
by Wecon
Wed Apr 06, 2016 12:48 am
Forum: Data Manipulation
Topic: Panel: matching different series
Replies: 7
Views: 2711

Re: Panel: matching different series

@EViewsGareth Sorry if the question wasn't clear, let me specify: I have an eviews workfile containing IMF-data on international investment positions (IIPs) (different series, such as assets, liabilities, portfolio investment, FDI, ...) for a panel of Eurozone member states. The time-dimension diffe...
by Wecon
Tue Apr 05, 2016 1:06 pm
Forum: Data Manipulation
Topic: Panel: matching different series
Replies: 7
Views: 2711

Panel: matching different series

Dear all, I have a panel dataset in EViews 8 which consists of several series: A, B, and C. I now wish to import another series X, which contains extra information on the observations already the first dataset. The problem is that series X does not match with the other series, that is, the workfile ...
by Wecon
Wed Mar 16, 2016 6:45 am
Forum: General Information and Tips and Tricks
Topic: Pesaran CCEP estimator in eviews (8 or 9)
Replies: 1
Views: 2619

Re: Pesaran CCEP estimator in eviews (8 or 9)

In found the answer to my question. It can be found following the link in the question post.
by Wecon
Sun Feb 28, 2016 11:33 am
Forum: Econometric Discussions
Topic: Lags of dependent variable: correct use and interpretation
Replies: 0
Views: 930

Lags of dependent variable: correct use and interpretation

Dear fellow eviews users, I am currently doing some econometrics with, probably, nonstationary variables in a panel setting. I was hoping for cointegration, but, ADF-test on stationarity of residuals of a cointegrating regression performs rather bad. A regression using first differences performs eve...
by Wecon
Sun Feb 28, 2016 11:16 am
Forum: General Information and Tips and Tricks
Topic: Pesaran CCEP estimator in eviews (8 or 9)
Replies: 1
Views: 2619

Pesaran CCEP estimator in eviews (8 or 9)

I want to use Pesaran's common correlated effects pooled (CCEP) estimator. Unfortunately, EViews, the only software I am familiar with, has no standard procedure to estime such a model (if it does, please help me to find out). Nevertheless, I may have found a way to find the CCEP estimates using OLS...

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