Search found 9 matches

by aycakaratepe
Fri Mar 12, 2021 10:15 am
Forum: Estimation
Topic: HAC (Newey-West) Not Appearing
Replies: 1
Views: 2260

HAC (Newey-West) Not Appearing

Hi, I am using EViews11 Student Version on Mac. For the attached panel data, I would estimate my model with HAC (Newey-West) as mentioned http://www.eviews.com/help/helpintro.html#page/content/Regress2-Robust_Standard_Errors.html . However, I only see these options as attached. Why I am not able to ...
by aycakaratepe
Wed Mar 10, 2021 12:52 am
Forum: Estimation
Topic: Serial Correlation LM Test N/A in EViews11SV?
Replies: 5
Views: 5489

Re: Serial Correlation LM Test N/A in EViews11SV?

Hmm, I see. So, besides Durbin-Watson test, do you have any suggestion to check serial correlation?
by aycakaratepe
Tue Mar 09, 2021 3:32 pm
Forum: Estimation
Topic: Serial Correlation LM Test N/A in EViews11SV?
Replies: 5
Views: 5489

Serial Correlation LM Test N/A in EViews11SV?

Hello, I use EViews 11 student version on mac. I cannot see Serial Correlation LM test under Residual Diagnostics, where it normally should be there according to http://www.eviews.com/help/helpintro.html#page/content/testing-Residual_Diagnostics.html . Only sources I am able to see is as attached. S...
by aycakaratepe
Mon Mar 08, 2021 9:41 am
Forum: Econometric Discussions
Topic: Panel Data Heteroskedasticity LR Test - Output Conflict
Replies: 1
Views: 25349

Panel Data Heteroskedasticity LR Test - Output Conflict

Hi fellows, for the attached raw data I have, I conducted Heteroskedasticity Test under Residual Diagnostics section. You will also find attached outputs for cross-section and period tests. However, I am confused with the outputs. If I consider cross-section weight, I have to reject H0, which says t...
by aycakaratepe
Sun Mar 07, 2021 2:41 pm
Forum: Estimation
Topic: Error while doing endogeneity test on RE model
Replies: 0
Views: 7248

Error while doing endogeneity test on RE model

Hi, Based on the result of Hausman test, I proceeded with RE model for the attached data, where my variables are as below: Dep. variable: RoA3 Indep. variables: addedcult, addedgeo Control variables: sales, debt, industriesnew Afterwards, I wanted to apply endogeneity test to detect if there is any ...
by aycakaratepe
Mon Mar 01, 2021 8:27 am
Forum: Data Manipulation
Topic: Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals
Replies: 6
Views: 13751

Re: Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals

Apologies if I am asking too dumb questions. Based on what you have stated, do I end up with below statements based on attached report? - p<0.05: coeff and SE of addedcult are -4.5123 and 1.4126, respectively - p<0.05: coeff and SE of addedgeo are 0.2526 and 0.0934, respectively - p<0.001: coeff and...
by aycakaratepe
Mon Mar 01, 2021 1:17 am
Forum: Data Manipulation
Topic: Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals
Replies: 6
Views: 13751

Re: Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals

Thanks for the reply - however, now I am little confused. The papers I am reading have showed variant results for different p's (respectively CIs) in regressions (see attached image). Am I reading or thinking wrong?

Any help will be appreciated, thanks.
by aycakaratepe
Sun Feb 28, 2021 2:14 pm
Forum: Data Manipulation
Topic: Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals
Replies: 6
Views: 13751

Updated Probabilities in Random Effect Modeling w.r.t Confidence Intervals

Hello, I have EViews 11 student version on mac and wonder how I can get an updated table incl. standard errors, t-statistics, and probability (ref. attached image1)? I assume that the model directly estimates with 0.95 CI - however, I want to run it with 0.90 CI as I found out (by giving 0.9 as &quo...

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