Search found 7 matches
- Mon Aug 07, 2017 4:17 am
- Forum: Estimation
- Topic: Newey-West on an Unbalanced Panel
- Replies: 7
- Views: 12973
Re: Newey-West on an Unbalanced Panel
Hi I am working on unbalanced data in e-views 10, I am trying to apply Peterson (2009) or as you refer in your website and guide II as Petersen (2009) cluster by firm and year, I found a useful information in the following help link: http://www.eviews.com/help/helpintro.html#page/content/Regress2-Ro...
- Sun Aug 06, 2017 3:51 pm
- Forum: Estimation
- Topic: Petersen 2009 two way cluster of standard erro
- Replies: 0
- Views: 2174
Petersen 2009 two way cluster of standard erro
Hi I am working on unbalanced data in e-views 10, I am trying to apply Peterson (2009) or as you refer in your website and guide II as Petersen (2009) cluster by firm and year, I found a useful information in the following help link:http://www.eviews.com/help/helpintro.html#page/content/Regress2-Rob...
- Mon Aug 22, 2016 2:37 am
- Forum: Estimation
- Topic: Autocorrelation in panel data
- Replies: 4
- Views: 9989
Re: Autocorrelation in panel data
According to my knowledge, The Durbin-Watson statistic is used to test for autocorrelation using E-views program. The Durbin-Watson test yields a result between 0 and 4, with 0 indicating positive autocorrelation and 4 indicating negative autocorrelation. A result close to 2 provides sufficient conf...
- Mon Aug 22, 2016 2:35 am
- Forum: Estimation
- Topic: ٍٍStandarized residuals in panel data
- Replies: 0
- Views: 2007
ٍٍStandarized residuals in panel data
Hi every one I am working on a new research, using panel data-firm fixed effects model with time dummies. I have a big problem with outliers. I used to determine extreme observations using residuals by deleting observations that relates to extreme residuals in each model. My question is how to obtai...
- Tue Mar 22, 2016 6:01 am
- Forum: Estimation
- Topic: firm fixed effects model with time dummies
- Replies: 2
- Views: 2956
Re: firm fixed effects model with time dummies
Thanks Alot
- Mon Mar 21, 2016 2:33 pm
- Forum: Estimation
- Topic: firm fixed effects model with time dummies
- Replies: 2
- Views: 2956
firm fixed effects model with time dummies
Hi Every one, I use e views 9 in my research. I have 2 questions concerning panel data: 1- The editor asked me to do firm fixed effects model with time dummies to include financial crisis period and Egyptian revolution period into the sample period and when I chose panel option the program gives me ...
- Fri Mar 29, 2013 12:19 am
- Forum: Estimation
- Topic: panel data tests?
- Replies: 0
- Views: 1971
panel data tests?
Hi every body :D Using the amazing eveiws program I do regression model for panel data by eveiws 7, the data are attached. 55 company from 2002 to 2006. Please, I have the following 4 questions: 1- How I exclude the extreme values (outliers) and replace it with the value under it (values within the ...