Search found 8 matches

by debagus95
Wed Mar 20, 2019 7:56 pm
Forum: Econometric Discussions
Topic: why do i get small value of J-stat and Sargan?
Replies: 0
Views: 602

why do i get small value of J-stat and Sargan?

someone says "because your results are significant. so I don't think so that the values j or Ar values will be matter"
is that true or not?
by debagus95
Fri Mar 15, 2019 2:19 am
Forum: Econometric Discussions
Topic: Arellano-Bond Serial Correlation Test
Replies: 0
Views: 540

Arellano-Bond Serial Correlation Test

dear, could anyone tell me this is good or not?why? Arellano-Bond Serial Correlation Test Equation: Untitled Date: 03/15/19 Time: 17:12 Sample: 2003 2017 Included observations: 9607 Test order m-Statistic rho SE(rho) Prob. AR(1) -10.251530 -447164.154815 43619.262142 0.0000 AR(2) -2.200900 -48685.35...
by debagus95
Mon Mar 11, 2019 8:15 am
Forum: Econometric Discussions
Topic: please help! student paper! how to interpret GMM result and j-statistic
Replies: 0
Views: 542

please help! student paper! how to interpret GMM result and j-statistic

dear, anyone can tell me this good or not?why? how to interpret j-statistic? please thank you Mean dependent var -0.123305 S.D. dependent var 8.507238 S.E. of regression 13.00362 Sum squared resid 1425801. J-statistic 99.70202 Instrument rank 113 Prob(J-statistic) 0.249961
by debagus95
Fri Mar 08, 2019 5:38 am
Forum: Econometric Discussions
Topic: GMM-SYS methodology
Replies: 1
Views: 350

Re: GMM-SYS methodology

Dear everyone, I want to employ GMM estimator for the following model RISK = RISK(-1) + SIZE + PROFIT + DEBT + CASH + MARGIN + INTEREST I use Eviews 8. I have an unbalanced panel dataset with small T and large N (T=15, N=360).All variables are stationnary I have tested variables for Granger Casualit...
by debagus95
Fri Mar 08, 2019 5:01 am
Forum: Econometric Discussions
Topic: GMM-SYS methodology
Replies: 1
Views: 350

GMM-SYS methodology

dear,

could u please tell me what GMM-SYS is and how to implement it on eviews?

thank you
by debagus95
Wed Mar 06, 2019 10:26 am
Forum: Data Manipulation
Topic: delete/filtering Panel Data
Replies: 5
Views: 500

Re: delete/filtering Panel Data

it should be easy but i dont it well for instance i wanna remove "b" and "d" because it has no observation for 3 consecutive years. what should pagecontract command be? Name Year gdp inflation export a 2003 12 8 14 a 2004 13 7 17 a 2005 14 6 19 a 2006 15 9 20 b 2003 na 8 13 b 200...
by debagus95
Wed Mar 06, 2019 9:17 am
Forum: Data Manipulation
Topic: delete/filtering Panel Data
Replies: 5
Views: 500

Re: delete/filtering Panel Data

pardon me
could u please explain it more?
thanks
by debagus95
Wed Mar 06, 2019 7:45 am
Forum: Data Manipulation
Topic: delete/filtering Panel Data
Replies: 5
Views: 500

delete/filtering Panel Data

i have a panel data of 1,352 companies from 5 countries(2003-2017). yet, there is a lots of variables missing.
i want to delete companies which has no observation for 5 consecutive years.
could eviews do that?
I'm really waiting for your help
thanks in advance

I also attach my data

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