Search found 4 matches

by Alexander123
Tue Dec 20, 2016 9:23 am
Forum: Estimation
Topic: Newey West Standard Errors
Replies: 0
Views: 901

Newey West Standard Errors

Hi,

I have serial correlation in my panel data. How do I select newey west standard errors in Eviews 9 to correct for this?

Kind regards,

Alexander
by Alexander123
Thu Dec 08, 2016 4:47 am
Forum: Econometric Discussions
Topic: serial correlation in panel data
Replies: 0
Views: 1202

serial correlation in panel data

Hi, I'm analysing panel data using 49 different countries and a time span between 2001-2006. I have three dependent variables: debt market capitalization/GNP equity market capitalization/GNP and number of listed firms per millions inhabitants. I also have various independent and control variables: c...
by Alexander123
Tue Nov 29, 2016 6:31 am
Forum: Econometric Discussions
Topic: Dummy variables in panel data and serial correlation
Replies: 3
Views: 1957

Re: Dummy variables in panel data and serial correlation

Dear Jmagomez, Thanks for your response. The antidirector rights variable is a variable that does not change over time. A country has either 1,2,3,4,5 or 6 antidirector rights. The number of antidirector rights that a country has, does not change between 2001-2006 (sample period). So that is why eve...
by Alexander123
Fri Nov 25, 2016 3:40 am
Forum: Econometric Discussions
Topic: Dummy variables in panel data and serial correlation
Replies: 3
Views: 1957

Dummy variables in panel data and serial correlation

Hi, I'm using panel data with a sample of 49 countries and a sample period between 2001 and 2006. I use listed domestic firms/population as dependent variable and dummy variables for the civil law legal origin and whether the one share one vote principle is present in a country, I also use gdp growt...

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