Search found 6 matches
Search found 6 matches • Page 1 of 1
- Mon May 14, 2012 4:51 pm
- Forum: Econometric Discussions
- Topic: cross-section panel data regression
- Replies: 1
- Views: 2349
Hi First, run the equation in the Eviews. Explore the estimation output, i.e., coefficients estimates, p-value , Adj R2 to test usefulness of your model and each variable in the model. If p-values are less than 0.01000 it means that your variables are significant predictor otherwise not. Adj R2 is a...
Is the following syntax correct for getting SSR after each regression, where number of obs are 30 months data points and rolling window length 1. I would appreciate your reply thanks
Hi I am using the following program taken from this forum to do rolling regression of monthly stocks returns on market index. Each stock has monthly returns data and market return as well (see attached file). The estimation window moves forward one month at a time. !iwindow = 30 !istep = 1 !length =...
hi I am using Probit estimation and want to get marginal effects. previous posting suggest using command of @dnorm(-xy) and then multiplying with the estimated coefficients. I cannot see this series @dnorm(-xy) in the working file, how to get this series and even If I have it then how to get a singl...
Hi, I have obtained the following program for running switching regression from SAS site, I want to run it Eviews 6, can anybody help thanks. :lol: The model requires determining two regimes using an unobserved variable which is function of other independent variables. SAS website has the following ...