Search found 14 matches

by Ydwolf
Fri Apr 13, 2012 1:02 am
Forum: Econometric Discussions
Topic: Fixed effects in panel model
Replies: 3
Views: 3163

Re: Fixed effects in panel model

I'm sorry to disturb you guys once more (I swear, this is the last time). In the meantime, I found an answer to most of my questions. For all the simple equations I liked to run, I did the following: 1) Specify my model (in dit geval ars c trade) 2) Select with fixed effect on cross section & pe...
by Ydwolf
Thu Apr 12, 2012 8:04 am
Forum: Econometric Discussions
Topic: Fixed effects in panel model
Replies: 3
Views: 3163

Re: Fixed effects in panel model

Okay, I should first run a Hausman test on random effects? But when I try doing that, after setting both cross-sections and periods to "random" and then run the Hausman test. I get the following error message: "near singular matrix in computation of Swamy-Arora RE component variances ...
by Ydwolf
Thu Apr 12, 2012 7:14 am
Forum: Econometric Discussions
Topic: Fixed effects in panel model
Replies: 3
Views: 3163

Re: Fixed effects in panel model

To avoid any confusion, I added my original excel file too. In the meantime, I figured out that I should adjust something in "panel options" when I estimate my equation. Both "cross-sections" and "periods" are set by default on "none". Should I adjust both to ...
by Ydwolf
Thu Apr 12, 2012 6:50 am
Forum: Econometric Discussions
Topic: Fixed effects in panel model
Replies: 3
Views: 3163

Fixed effects in panel model

Dear, I have a question which is probably very basic for you guys. I'm working with panel data (see workfile) and now I want to run very basic OLS regressions with them, like for example ars c trade (=transmission1_trade in the workfile). I sent my first results to my professor and he said: "be...
by Ydwolf
Tue Apr 03, 2012 9:25 am
Forum: Econometric Discussions
Topic: Interpretation johanson test
Replies: 0
Views: 818

Interpretation johanson test

Hi, I want to see whether different price series from different financial markets have an influence on each other without calculating the returns. f.e. eurostoxx = alpha + beta. px + errorterm However, price series are non-stationary processes, and I learnt in class you can only conduct regressions ...
by Ydwolf
Mon Nov 28, 2011 1:22 am
Forum: Data Manipulation
Topic: regression using variables of different pages
Replies: 1
Views: 1041

regression using variables of different pages

I have a workfile, consisting of several pages. Now I want to run a regression using variables of different pages, for example, the simple regression: ar01 c smc Is this possible or should I copy one variable from one page to another? I have made sure that ar01 and smc have the same sample and range...
by Ydwolf
Tue Nov 22, 2011 10:17 am
Forum: Data Manipulation
Topic: Construction new variable
Replies: 3
Views: 1455

Re: Construction new variable

Of course, I should have uploaded it immediately. So, I am interested in turning tradespain and tradeUK into one variable "tradegzc", and similarly, finaspain and finaUK into one variable "finagzc", so I could get the descriptives stats out of it. P.S.: The file is in Dutch, land...
by Ydwolf
Tue Nov 22, 2011 1:46 am
Forum: Data Manipulation
Topic: Construction new variable
Replies: 3
Views: 1455

Construction new variable

Hi, I am working with panel data where I have observations for each country(68 countries in total) in each year(2004 and 2005). Spain and the UK are my ground zero countries (where a terrorist attack has taken place). So for each variable, I have got 136 observations. trade_spain trade_UK 2004 count...
by Ydwolf
Fri Nov 11, 2011 11:25 am
Forum: Programming
Topic: Static forecasting
Replies: 5
Views: 1919

Re: Static forecasting

I am só sorry to bother you again, but it still doesn't work. I always get the same error: near singular matrix. I don't understand, because when I run the same program without the forecasting, but just with genr {%r}_ar=resid after the estimation, it goes perfectly, so I don't think there is a prob...
by Ydwolf
Tue Nov 08, 2011 9:35 am
Forum: Programming
Topic: Static forecasting
Replies: 5
Views: 1919

Re: Static forecasting

Can you forecast using a command within the program or should you do it manually for each country seperatly afterwards? Based on the sample of 25/4/2003 until 29/1/2004, it should forecast for the sample from 30/1/2004 until 31/12/2005. for %r land1 land2 land3 land5 land6 land7 land8 land9 land10 l...
by Ydwolf
Tue Nov 08, 2011 4:45 am
Forum: Programming
Topic: Static forecasting
Replies: 5
Views: 1919

Static forecasting

Hi, I have quite a complicated question. I have a sample of returns for 68 countries from 1/1/2002 to 31/12/2005. I've written a program to generate an equation for these countries for %r land1 land2 land3 land5 land6 land7 land8 land9 land10 land11 land13 land14 land15 land16 land17 land18 land19 l...
by Ydwolf
Wed Nov 02, 2011 3:06 am
Forum: General Information and Tips and Tricks
Topic: How to enter data into a panel workfile.
Replies: 207
Views: 256218

Re: How to enter data into a panel workfile.

My excel file is almost identical to your second example, Gareth. (pls see excel file attached) Country Variable year2002 year2003 year2004 year2005 country1 trade country2 ... ... imp ... ... ... exp But when repeat the same steps as yours, it doesn't seem to work. After the first step "stack ...
by Ydwolf
Sat Oct 08, 2011 1:29 am
Forum: Programming
Topic: Near singular matrix
Replies: 10
Views: 9160

Re: Near singular matrix

Thanks Glenn!

And what can I do to solve this? I'm not a real expert in EViews, you see...

Yasmin
by Ydwolf
Fri Oct 07, 2011 3:56 am
Forum: Programming
Topic: Near singular matrix
Replies: 10
Views: 9160

Near singular matrix

Hi, For my thesis, I am researching the influence of terrorism on financial markets. Thereby, I study 68 different countries, for which I have written a simple program to generate the same regression for all of these countries. But for some reason, I get the error "Near singular matrix" on...

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