Search found 6 matches

by antionio
Sat Jun 18, 2011 5:34 am
Forum: Econometric Discussions
Topic: Johansen test
Replies: 1
Views: 1261

Johansen test

I'm trying to do Johansen test for cointegration to test if PPP holds. When estimating a VECM model, there is something called "Cointegration Restrictions" in the output. My question is how this output should be interpreted? The chi-square value is very large and the p-value is small, whic...
by antionio
Wed Feb 23, 2011 9:39 am
Forum: License Manager
Topic: Splitting licences
Replies: 3
Views: 6621

Re: Splitting licences

On how many computers can I install the student version of E-views using the same serial number?
by antionio
Sat Feb 12, 2011 4:58 am
Forum: Estimation
Topic: Can't obtain period fixed effects
Replies: 5
Views: 2156

Re: Can't obtain period fixed effects

Thank you, I managed now. However, there are still some issues. From the Redundant Fixed Effects Tests, now obtain three outputs with estimates (see the attachment) FE with EVIEWS.pdf but I also get an outout when running the model, before I go the Redundant Fixed Effects Tests option. When I report...
by antionio
Thu Feb 10, 2011 4:20 am
Forum: Estimation
Topic: Can't obtain period fixed effects
Replies: 5
Views: 2156

Re: Can't obtain period fixed effects

Can you please tell me how to specify the model in order to obtain both cross-section and period effects?

How should the equation look like?

y .....................
by antionio
Wed Feb 09, 2011 11:08 am
Forum: Estimation
Topic: Can't obtain period fixed effects
Replies: 5
Views: 2156

Can't obtain period fixed effects

Hi everybody! I'm trying to estimate a fixed effects model in eviews 7 and I have a small problem. When I go to Redundant Fixed Effects - Likelihood Ratio Test, I only get Cross-section F and Cross-section Chi-square. I would also like to obtain period fixed effects. My model looks like this: y c x1...
by antionio
Sun Jan 23, 2011 6:57 am
Forum: Estimation
Topic: Differences-in-difference estimation
Replies: 2
Views: 4890

Differences-in-difference estimation

I've searched both Eviews manuls for the panel data method, differences-in-difference estimation but i cannot find anything.
Does anyone know if it's possible to do this in Eviews at all?

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