Search found 3 matches

by Thea
Fri Mar 11, 2011 8:38 am
Forum: Data Manipulation
Topic: Commands for merging large daily data files
Replies: 1
Views: 3158

Commands for merging large daily data files

Hi, I'm trying to carry out regression analysis upon 1/2 hourly data from 1/4/2005 to 31/12/2010 in Eviews 6. Given that Eviews 6 does not have intraday frequencies, I've decided to treat them as daily frequencies over a longer time period. And this seems good enough! However, I'm still having probl...
by Thea
Thu Mar 26, 2009 2:05 am
Forum: Estimation
Topic: Residual tests in panel estimations
Replies: 16
Views: 25302

Re: Residual tests in panel estimations

Glenn,

Thank you - that does it! :D A bit of innovative thinking and remembering that r = y-yhat were what was required. I appreciate your help.

Thea.
by Thea
Wed Mar 25, 2009 8:05 am
Forum: Estimation
Topic: Residual tests in panel estimations
Replies: 16
Views: 25302

Re: Residual tests in panel estimations

As an input calculating test statistics manually, does anyone know how to generate fitted values from running period fixed effects using a pool object? I'm sure there must be an obvious solution here, but I've been stuck for a week! My dataset consists of 14 firms, over 3 years with two variables. (...

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