Search found 26 matches

by Santosh
Sat Aug 12, 2017 9:46 am
Forum: Estimation
Topic: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Replies: 3
Views: 198

Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Thank you Mirza for your reply.
Can you plz tell if there is any plan for Add-on packages?
by Santosh
Tue Aug 08, 2017 2:58 am
Forum: Estimation
Topic: Static and Dynamic Panel Threshold Models
Replies: 0
Views: 123

Static and Dynamic Panel Threshold Models

Hi,
As far as i know, can EViews estimate Hansen's (1999) panel threshold model and dynamic panel threshold models introduced by Bick (2010), Bick and Nautz (2008), and Kremer et al (2013)?
by Santosh
Tue Aug 08, 2017 2:51 am
Forum: Estimation
Topic: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Replies: 3
Views: 198

Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Hi, Can EViews 9 estimate the the Dynamic Common Correlated Effects Estimator Mean Group (DCCE), proposed by Chudik and Pesaran (2015) or the Common Correlated Effects Estimator (CCE MG) by Pesaran (2006) ? Similarly, EView 9 can only estimate the PMG (Pooled Mean Group Estimator (PMG, Shin et. al 1...
by Santosh
Sat Jul 15, 2017 3:34 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 429

Re: Average Cross-sectional Regression in Panel Data Structure

Thank you Glenn. with your codes, i managed to estimate year-wise regressions, cross-section regressions, cross-section average regression. All these results match with Stata output. However, for estimating time series average regression (that is taking average across each ID for each year; kindly s...
by Santosh
Tue Jul 11, 2017 11:41 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 429

Re: Average Cross-sectional Regression in Panel Data Structure

I have only "two" variables.
by Santosh
Tue Jul 11, 2017 10:17 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 429

Re: Average Cross-sectional Regression in Panel Data Structure

Dear Glenn,
No, i have a panel data set. I want to estimate those my models to see how the coefficient changes with respect to specifications.
by Santosh
Mon Jul 10, 2017 8:44 pm
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 429

Re: Average Cross-sectional Regression in Panel Data Structure

Hi,
I would be grateful if someone can help me out.

Thank you.
by Santosh
Fri Jul 07, 2017 12:48 pm
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 429

Average Cross-sectional Regression in Panel Data Structure

Hi, I have a panel data with N=40, T=50. I want to estimate the following models: 1. For each country 2. For each year 3. Take average across T for each N. So, i will have 40 observations. Then i want to run a cross-section regression 4. Take average (for entire period) across N for each T. So, I wi...
by Santosh
Wed Mar 29, 2017 5:19 am
Forum: Estimation
Topic: Pooled Mean Group (PMG) Estimation
Replies: 11
Views: 5486

Re: Pooled Mean Group (PMG) Estimation

Hi,
We can estimate PMG in EViews 9. How to estimate other estimators like Mean Group (MG) estimator and dynamic fixed effects (DFE)
estimator in EViews?

Help would be greatly appreciated.
Thank you.
by Santosh
Tue Mar 28, 2017 10:27 am
Forum: Econometric Discussions
Topic: How to fill in missing observations in Panel data?
Replies: 2
Views: 309

Re: How to fill in missing observations in Panel data?

Thank you Gareth for your reply.
Mathematically, it may take time.
I am interested to know how missing obs. are filled in practice, for the three conditions outlined above.
Thank you.
by Santosh
Tue Mar 28, 2017 10:20 am
Forum: Econometric Discussions
Topic: Panel Unit Root & Panel Cointegration
Replies: 3
Views: 421

Re: Panel Unit Root & Panel Cointegration

Okay. Thank.
by Santosh
Tue Mar 28, 2017 6:43 am
Forum: Econometric Discussions
Topic: How to fill in missing observations in Panel data?
Replies: 2
Views: 309

How to fill in missing observations in Panel data?

Hello, There are some missing observations in panel data. How to fill in those observations: 1. If the data is missing either at the beginning or end of the series? 2. If the data is missing middle of the series? 3. Suppose the data is missing where the series at that position is clearly increasing ...
by Santosh
Tue Mar 28, 2017 6:27 am
Forum: Econometric Discussions
Topic: Panel Unit Root & Panel Cointegration
Replies: 3
Views: 421

Re: Panel Unit Root & Panel Cointegration

Hello, Can we apply panel time series techniques (like panel unit root tests, panel cointegration tests, Panel ECM, and panel causality test) to "unbalanced panel data" structure? IS IT NECESSARY THAT DATA SHOULD BE IN BALANCED PANEL STRUCTURE? A clarification would be greatly appreciated....
by Santosh
Tue Jan 10, 2017 1:16 am
Forum: Data Manipulation
Topic: Calculating mean in panel data
Replies: 11
Views: 4655

Re: Calculating mean in panel data

Thank you Gareth. That helped.

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