Search found 12 matches

by Fatema19
Sat May 09, 2020 6:22 pm
Forum: Estimation
Topic: heteroskedasticity test !
Replies: 0
Views: 3776

heteroskedasticity test !

Dear all, Hello, I would to ask a question about heteroskedasticity. Actually, after having the results of my estimations using fixed effect model for paned data (for 2 countries; period of 17 years) when i try to run the test of heteroskedasticity (diagno test) eviews dont allow me, and share as me...
by Fatema19
Fri May 08, 2020 3:39 pm
Forum: Estimation
Topic: CSD test (pesaran 2007)
Replies: 4
Views: 9760

Re: CSD test (pesaran 2007)

Thank you for your response. But actually, i'm not talking about the diagnostic test for residuals but for variables as i want to do CSD test for my variables before doing unit root test as i read in a forum that : "before stationarity check, observe cross-sectional dependence in your panels (u...
by Fatema19
Fri May 08, 2020 12:08 pm
Forum: Econometric Discussions
Topic: heteroskedasticity test : technical problem maybe
Replies: 0
Views: 6184

heteroskedasticity test : technical problem maybe

Dear all, Hello, I would to ask a question about heteroskedasticity. Actually, after having the results of my estimations using fixed effect model for paned data (for 2 countries; period of 17 years) when i try to run the test of heteroskedasticity (diagno test) eviews dont allow me, and share as me...
by Fatema19
Fri May 08, 2020 12:01 pm
Forum: Estimation
Topic: CSD test (pesaran 2007)
Replies: 4
Views: 9760

CSD test (pesaran 2007)

Dear all,
Hello,

Just want you to know, after runing the CSD test (pesaran CD), how can i know if my variables have the CSD or not ? I mean what are the H0 and H1 ?

Thanks in advance.
by Fatema19
Mon May 04, 2020 5:58 pm
Forum: Estimation
Topic: Cross sectional dependence test.
Replies: 0
Views: 3371

Cross sectional dependence test.

Hello,

To observe cross-sectional dependence in panels (usually Pesaran CD “Cross-Sectional Dependence Test”) is used. I want to know after having the results of the test how can i know if i have cross-sectional dependence in my variables ?

Thank in advance
by Fatema19
Mon May 04, 2020 10:45 am
Forum: Estimation
Topic: Eviews estimation.
Replies: 0
Views: 3386

Eviews estimation.

Dear Mr./Mme, Hello, I want to ask a question ! I'm using eviews version student ! And when i try to use random model, eviews share as message : "“random effects estimation requires number of cross sections >number of coefs for between estimator for estimate of RE innovation variance”. I dont k...
by Fatema19
Sat Apr 11, 2020 10:02 am
Forum: Econometric Discussions
Topic: Panel Least Squares 2020.
Replies: 1
Views: 7658

Panel Least Squares 2020.

Hello freinds, Im actually examining a panel data for my study.Actually i wanted to use GMM model in the beginning, but now i want to use panel least squares. I read about least squares and saw few videos, but still dont have a clear idea about all the steps that i must do before starting estimating...
by Fatema19
Tue Apr 07, 2020 9:20 am
Forum: Econometric Discussions
Topic: Panel Least Squares
Replies: 0
Views: 6334

Panel Least Squares

Dear freinds, Hello, I started doing my estimations using Panel Least Squares ! and have as results : "Standard errors are clustered at country level and thus robust to heteroscedasticity". I didnt understand the meaning of this sentence. Is thats mean that i have a problem of heteroscedas...
by Fatema19
Sat Mar 28, 2020 4:35 pm
Forum: Data Manipulation
Topic: Panel data.
Replies: 4
Views: 4183

Re: Panel data.

EViews Gareth wrote:It won't matter.


Thank you so much.
by Fatema19
Sat Mar 28, 2020 11:33 am
Forum: Data Manipulation
Topic: Panel data.
Replies: 4
Views: 4183

Re: Panel data.

Comma or point is an option. You can purchase EViews from our website. Thank you for your response. Another question related to data, if comma or point is an option. What about the order or form of number. Because for exp i have for let say GDP variable nuumber for each year like : 12364584,12 - 12...
by Fatema19
Sat Mar 28, 2020 10:09 am
Forum: Data Manipulation
Topic: Panel data.
Replies: 4
Views: 4183

Panel data.

Dear brothers and sisters, Hello, I would like to ask a question about Data. For my study i collected data, but before importing data to Eviews i would like to be sure that they are in the form required. Acctually for all my Data im using "commas" like for GPD year 2004 the amount is : 165...
by Fatema19
Fri Nov 29, 2019 9:57 am
Forum: Econometric Discussions
Topic: GMM model
Replies: 0
Views: 7423

GMM model

Hello everyone ! I'm a PhD student in finance, but for one of my papers i must use an econometric model for the study, my topic is related to bonds and economic growth and as case of the study i choosed France and UK. Just 2 countries. As model i choosed GMM Model (generalized method of moments) and...

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