Search found 22 matches

by Lalan_dk
Thu Jun 11, 2020 6:12 pm
Forum: Estimation
Topic: Validity of multicollinearity test in panel data
Replies: 2
Views: 5271

Re: Validity of multicollinearity test in panel data

EViews Gareth wrote:No.

So is there any alternative what i can do to test multicollinearity in panel data?
by Lalan_dk
Thu Jun 11, 2020 2:38 pm
Forum: Estimation
Topic: Validity of multicollinearity test in panel data
Replies: 2
Views: 5271

Validity of multicollinearity test in panel data

Hi. I found this topic viewtopic.php?f=3&t=6337 that states in 2013 eviews multicollinearity test is not valid for panel data. Does anyone know what about with the newer version of Eviews? is it has been developed now so it is valid?
by Lalan_dk
Wed Jun 10, 2020 11:12 pm
Forum: Data Manipulation
Topic: VIF analysis in Panel data
Replies: 19
Views: 48311

Re: VIF analysis in Panel data

The reason i test for multicollinearity is to check whether there is correlation between my variables.. is there any test that i can use for testing multicollinearity in panel data? or, we are assuming no multicollinearity in panel data? Why do you care whether there is correlation between your var...
by Lalan_dk
Mon Feb 18, 2019 2:08 am
Forum: Econometric Discussions
Topic: Unit root test for autocorrelation
Replies: 3
Views: 3797

Re: Unit root test for autocorrelation

If there is cointegration between variables, is it means there is no autocorrelation in that model?
by Lalan_dk
Sun Feb 03, 2019 9:04 pm
Forum: Econometric Discussions
Topic: Unit root test for autocorrelation
Replies: 3
Views: 3797

Unit root test for autocorrelation

Hi, can we use unit root test of residual to detect autocorrelation in a time series model? Are stationarity of the residual means there is no autocorrelation?
by Lalan_dk
Sat Oct 06, 2018 12:11 am
Forum: Data Manipulation
Topic: how would I only include observation for certain crosssection
Replies: 1
Views: 2919

Re: how would I only include observation for certain crosssection

maybe something like this:

Code: Select all

series numberyear=@obsby(crossid, crossid)
smpl if numberyear>2
by Lalan_dk
Wed Sep 12, 2018 7:46 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

Yes startz, for that equation. But the other not

Code: Select all

equation lrfi.ls saving1 c hh_size head_age head_age^2 elder children @expand(sc01, ifls, @dropfirst)
by Lalan_dk
Wed Sep 12, 2018 5:24 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

It still give near singular matrix error
by Lalan_dk
Wed Sep 12, 2018 2:35 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

I want to estimate ECM with shock, the dependent variable is saving, the independent variable is household age, household age squared, housohold size, number of elder, number of children. I use the squared residual from Mincerian income equation as shock if i didn't include the dummy interaction, it...
by Lalan_dk
Wed Sep 12, 2018 2:01 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

Ok, wait
by Lalan_dk
Wed Sep 12, 2018 1:55 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

Nah, how to detect where the problem is or how to deal with this?

I want to control inflation but i dont have cpi data, so i interact regional dummy with year dummy
by Lalan_dk
Wed Sep 12, 2018 1:52 pm
Forum: Estimation
Topic: Cross Sections Dropped in Unit Root Test
Replies: 7
Views: 6946

Re: Cross Sections Dropped in Unit Root Test

Hi, i want to ask,
What is the minimum period in panel data to test for unit root?
by Lalan_dk
Wed Sep 12, 2018 1:47 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 16518

Re: Fixed Effects- Industry and Year

Hi,
If I interact dummy like industry year and time year, why it turns be near singular matrix? Or it's not allowed to interacting dummy like that?
by Lalan_dk
Fri Sep 07, 2018 6:42 pm
Forum: Estimation
Topic: How to perform panel unit root test with structural break in eviews
Replies: 2
Views: 3567

Re: How to perform panel unit root test with structural break in eviews

Then how to deal with this kind of data?
by Lalan_dk
Fri Sep 07, 2018 2:50 am
Forum: Estimation
Topic: How to perform panel unit root test with structural break in eviews
Replies: 2
Views: 3567

How to perform panel unit root test with structural break in eviews

Hello all. Is there any way to perform unit root test with structural break in eviews? I have panel data of age of household head. The problem is the household head may be dead and switched to another person, then the data of the age are like to have a break. Something like (time series element): 45...

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