Search found 12 matches
- 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...
- 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...
- 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...
- 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.
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.
- 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
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
- 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...
- 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...
- 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...
- 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.
- 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...
- 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...
- 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...