Search found 5 matches

by Frdmn
Thu Feb 07, 2019 9:23 am
Forum: Estimation
Topic: allowing for individual coefficients on panel data
Replies: 3
Views: 128

Re: allowing for individual coefficients on panel data

Amazing! :D thanks Gareth, I like the 2nd way of doing, could I use another thing than @crossid ? for example if ids (Brazil, Peru..) are countries and I have another panel time serie where I have the region ('Latin America" for instance) for each country, can I have a coefficient per region?
by Frdmn
Thu Feb 07, 2019 5:08 am
Forum: Estimation
Topic: allowing for individual coefficients on panel data
Replies: 3
Views: 128

allowing for individual coefficients on panel data

Hello,

I was wondering if there was a way of estimating using OLS on panel data with coefficient specific to each panel individual (instead of computing by hand an OLS for all panel individuals, just using the panel nature of data to speed things up).


Thanks,

Frdmn
by Frdmn
Thu Feb 07, 2019 4:56 am
Forum: Suggestions and Requests
Topic: Forecast PMG equations
Replies: 1
Views: 133

Forecast PMG equations

Hello,

Currently the forecast button for PMG estimation is not implemented, are you planning to add this functionality to Eviews anytime soon? thanks.

Frdmn
by Frdmn
Tue Dec 11, 2018 2:34 am
Forum: Estimation
Topic: Forecast PMG equations for panel data
Replies: 3
Views: 202

Re: Forecast PMG equations for panel data

Thank you Gareth,

Is there a command to retrieve short run cross section coefficients then?

Thank you in advance,

F.
by Frdmn
Mon Dec 10, 2018 10:34 am
Forum: Estimation
Topic: Forecast PMG equations for panel data
Replies: 3
Views: 202

Forecast PMG equations for panel data

Hello, I'm trying to forecast the dependant variable based on regressors but the forecast button for PMG estimation doesn't seem to function and only forecasts in-sample. I use the following specification: equation pmg_em_asia.ardl(deplags=3,reglags=3) log(oil_consumption_per_capita) log(revenue_per...

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