Search found 15 matches
- Fri Sep 05, 2014 4:26 pm
- Forum: Estimation
- Topic: j statistic and Determinant residual covariancein Panel GMM
- Replies: 0
- Views: 2573
j statistic and Determinant residual covariancein Panel GMM
hi. The estimation results shows the j statistic and the Determinant residual covariance. siince the output does not show instrument rank, how can I get the p-value for both the j-statistic and the Determinant residual covariance.
- Thu Aug 28, 2014 1:04 pm
- Forum: Estimation
- Topic: J statistics and GMM
- Replies: 8
- Views: 12217
Re: J statistics and GMM
to get the pvalue of the j statistics you use the below:
scalar pval=@chisq(J-Statistic, instruemntrank-nummber of regressors in the model)
my question is how do you execute that command in eviews 8
scalar pval=@chisq(J-Statistic, instruemntrank-nummber of regressors in the model)
my question is how do you execute that command in eviews 8
- Wed Aug 13, 2014 6:58 pm
- Forum: Estimation
- Topic: maximum variables for VAR system
- Replies: 1
- Views: 2548
maximum variables for VAR system
please is there a maximum number of variables to be included in a VAR system? I have 20 variables, using annual time series from 1970-2011.
- Fri Jul 25, 2014 7:03 pm
- Forum: Econometric Discussions
- Topic: model performance indicators
- Replies: 0
- Views: 1811
model performance indicators
when you estimate a system using GMM, what can be used as model performance indicators as R2 is no longer valid
- Fri Jul 25, 2014 6:10 pm
- Forum: Econometric Discussions
- Topic: unit root and GMM
- Replies: 0
- Views: 2081
unit root and GMM
do you need to do a panel unit root test in conjunction with the system GMM estimation ? or the time series do not need to be stationary for GMM estimation to yield valid estimates?
- Mon Jun 24, 2013 6:23 am
- Forum: Any Other Business
- Topic: probably simple but urgent
- Replies: 1
- Views: 21837
probably simple but urgent
hi, sometimes coefficients have E, for example, 5.95E-17. what does the E mean
- Sun Mar 10, 2013 7:59 am
- Forum: Econometric Discussions
- Topic: comparing regressors
- Replies: 0
- Views: 1756
comparing regressors
when comparing regressors in the same model, to see which regressor's effect on the dependent variable is stronger; which is more important: the size of their coefficients or their significance levels
- Mon Feb 18, 2013 2:46 am
- Forum: Econometric Discussions
- Topic: date format
- Replies: 0
- Views: 1821
date format
Hi all. I am trying to estimate a panel system. however i am using three year averages. what format should the date be in so that eviews can i dentify it. because in excel i wrote 1970-1972, but eviews can indentify it as date. how should i rewrite it
- Sat Feb 16, 2013 5:19 pm
- Forum: Econometric Discussions
- Topic: large standard errors and coefficients
- Replies: 0
- Views: 1840
large standard errors and coefficients
dear all, estimating a system of 3 equations by gmm. however my estimation output shows really large standard errors and coefficients. please what can i do to correct this? below is my output. System: SYS01FIRSTATTEMPT Estimation Method: Generalized Method of Moments Date: 02/15/13 Time: 12:59 Sampl...
- Sat Feb 16, 2013 5:57 am
- Forum: Estimation
- Topic: Regressor Endogeneity Test
- Replies: 2
- Views: 2824
Re: Regressor Endogeneity Test
yes i do
- Thu Feb 14, 2013 2:25 pm
- Forum: Estimation
- Topic: Regressor Endogeneity Test
- Replies: 2
- Views: 2824
Regressor Endogeneity Test
Dear all,
I cant find View/IV Diagnostics and Tests/Regressor Endogeneity Test when I click on view. using eviews 7.2. what can be the problem? i am using time series data, three-year averages.
I cant find View/IV Diagnostics and Tests/Regressor Endogeneity Test when I click on view. using eviews 7.2. what can be the problem? i am using time series data, three-year averages.
- Sun Feb 10, 2013 12:16 pm
- Forum: Estimation
- Topic: 3 equation system
- Replies: 3
- Views: 3448
Re: 3 equation system
Thank you so much. I do have a syntax error on the third equation line. What should I do to deal with it?
- Thu Feb 07, 2013 4:54 pm
- Forum: Estimation
- Topic: 3 equation system
- Replies: 3
- Views: 3448
3 equation system
hi everyone, trying to estimate a three equation system using 3sls. However, the dependent variable on the 3rd equation keeps giving me a syntax error. so does eviews only estimate 2 equation systems?
- Tue Feb 05, 2013 6:21 pm
- Forum: Estimation
- Topic: instruments for GMM
- Replies: 0
- Views: 2676
instruments for GMM
I have used the lags of the exogenous variables as instruments but get 'near singular matrix' error. What should I do pls. What should the instruments be. I am using GMM estimation. Gdp=c(1) +c(2)*D(gdp)+c(3)*D(D(lab))+c(4)*D(D(londsv))+c(5)*D(D(capflow))+c(6)*D(res)+c(7)*D(D(hcap))+c(8)*inf+c(9)*D(...
- Sat Sep 10, 2011 2:55 pm
- Forum: Econometric Discussions
- Topic: ADF test
- Replies: 1
- Views: 2394
ADF test
Hi . i am doing adf test on panel data. however, the panel of one of the variables is still non-stationary even at 2nd difference. what should i do?