Search found 7 matches

by mofar
Sat Jul 07, 2012 2:37 am
Forum: Estimation
Topic: Different R2 in EViews and Stata (Panel data)
Replies: 6
Views: 4079

Re: Different R2 in EViews and Stata (Panel data)

Many thanks for your feedback. I am still not completely sure what to do with R2 when I report fixed effects results. As I mentioned I get R2 of above 95% for 2 way fixed effects while in Stata its around 50% or so. What is your suggestion? Can we report EViews results while reporting R2 from Stata?...
by mofar
Wed Jul 04, 2012 12:11 am
Forum: Estimation
Topic: Different R2 in EViews and Stata (Panel data)
Replies: 6
Views: 4079

Different R2 in EViews and Stata (Panel data)

Hello EViews experts, I have faced a puzzle when I estimate panel data fixed country and time effects in EViews (v.7.2). While there is no significant different between point estimates in EViews and Stata ( for exactly the same specification, same sample period and number of cross section), but surp...
by mofar
Wed Jan 26, 2011 9:59 am
Forum: Estimation
Topic: Dynamic Panel Method/AR(1) & AR(2) test
Replies: 2
Views: 2191

Re: Dynamic Panel Method/AR(1) & AR(2) test

Thanks. But Do you have any idea regarding calculating these tests manually using output of GMM estimations? Something like Sargan test which can be calculated manually...
by mofar
Wed Jan 26, 2011 8:37 am
Forum: Estimation
Topic: Dynamic Panel Method/AR(1) & AR(2) test
Replies: 2
Views: 2191

Dynamic Panel Method/AR(1) & AR(2) test

Hello,

Is there a practical way to test the first and second order serial correlation in the residuals after estimating GMM (AB) model in Eviews 7.1?

Any feedback is very appreciated.

Thank you,
by mofar
Thu Aug 19, 2010 11:34 pm
Forum: Estimation
Topic: Impulse Response standard error bands
Replies: 3
Views: 7968

Re: Impulse Response standard error bands

many thanks for your tips. Attached is my workfile including 3 annual timse series: oilp (oil prices), gdppc (gdp per capita) and cpi (consumer price index) from 1959-2007. I have followed your recommendation to calculate the response of gdppc and cpi to a one sd shock in oilp: var var1.ls 1 2 oilp ...
by mofar
Thu Aug 19, 2010 11:10 am
Forum: Estimation
Topic: Impulse Response standard error bands
Replies: 3
Views: 7968

Impulse Response standard error bands

Hi all:

my question is regarding error bands in impulse responses in EViews. As you know, EViews shows 2 S.D. error band (+,-, 2SE). I want to know if there is any way in EViews to have 1 S.D. error band for impulse responses.

many thanks in advance
by mofar
Wed Aug 18, 2010 12:36 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 105132

Re: ZAURoot (Zivot-Andrews Unit Root test)

Hello,

Can you please let me know how one should interprete the results of ZA unit root test in EViews? P-value of this test can show us the acceptance of H0:unit root?

thanks
reza

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