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I forgot to attach the workfile. Here it is ...

Hi, I was running an F-test for the equality of the variances of two populations based on two small independent samples. I used EViews 8.1 and the relevant workfile is attached. My understanding is that EViews calculates the F-ratio as the square of s(L)/s(S), so the corresponding degrees of freedom...

Dear Gareth,

When I apply the ZAURoot add-in the printout says that "Null Hypothesis: LNGDPPC has a unit root with a structural break ...". Why is that? Isn't the null hypothesis a random walk without structural break?

Kind regards,

László

Thanks Gareth, I'll buy a new laptop. Just one more thing. This morning I tried to set up my panel data as a dated panel with a dateid and two-dimensional (it, jt) cross-section identifier. It did not work because dateid was nested in the in the other dimension of the panel structure. Hence, I tried...

I am using Eviews 7.1. I try to estimate a three dimensional (i,j,t) panel model with time-varying fixed effects for i and j (e.g. country-code x time). The size of the panel is about 180 (i), 180 (j) and 45 (t), so there are 16200 'it' and 16200 'jt' dummy variables. When I try to estimate the mode...

I tried to estimate probit/logit and censored regressions in a Dated Panel workfile, but as soon as I select these methods the Panel Options page disappears from the equation object. How can I specify the time and cross-section effects? If I augment the equation with time and cross-section dummy var...

Thanks very much. I'll try to apply the recommended procedure.

Has anybody estimated clustered standard errors with Eviews? I know that it can be done with Stata, but my preferred option would be Eviews.

Thanks