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
Search found 4 matches
- Tue Dec 20, 2016 9:23 am
- Forum: Estimation
- Topic: Newey West Standard Errors
- Replies: 0
- Views: 2383
- Thu Dec 08, 2016 4:47 am
- Forum: Econometric Discussions
- Topic: serial correlation in panel data
- Replies: 0
- Views: 2668
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...
- Tue Nov 29, 2016 6:31 am
- Forum: Econometric Discussions
- Topic: Dummy variables in panel data and serial correlation
- Replies: 3
- Views: 4956
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...
- Fri Nov 25, 2016 3:40 am
- Forum: Econometric Discussions
- Topic: Dummy variables in panel data and serial correlation
- Replies: 3
- Views: 4956
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...