Search found 22 matches

by Santosh
Sat Jul 15, 2017 3:34 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 8
Views: 247

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: 8
Views: 247

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: 8
Views: 247

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: 8
Views: 247

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: 8
Views: 247

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: 5047

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: 238

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: 327

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: 238

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: 327

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: 4386

Re: Calculating mean in panel data

Thank you Gareth. That helped.
by Santosh
Sat Jan 07, 2017 11:42 pm
Forum: Data Manipulation
Topic: Calculating mean in panel data
Replies: 11
Views: 4386

Re: Calculating mean in panel data

Hi,
I have panel data which consists of 14 countries for a variable say GDP. I want to calculate summary statistics for each countries. Is it possible to calculate summary statistics for individual countries in a panel set-up?
Thank you for your help.
by Santosh
Mon Oct 17, 2016 2:01 pm
Forum: Data Manipulation
Topic: delete observations
Replies: 6
Views: 5645

Re: delete observations

Hello,
I have monthly data for series X. I want to convert X in to quarterly data.
Can anyone please suggest how to generate this?
Thank you in advance.
by Santosh
Wed Oct 12, 2016 10:21 am
Forum: Data Manipulation
Topic: delete observations
Replies: 6
Views: 5645

Re: delete observations

Thank you
by Santosh
Wed Oct 12, 2016 12:33 am
Forum: Data Manipulation
Topic: delete observations
Replies: 6
Views: 5645

Re: delete observations

Hello,
I want my sample to constitute like this: 1970 2012. However, i want to drop, say, 1975 to 1977, and 1991.
How to specify the sample.
Can anyone plz help?
Thank you.

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