Search found 7 matches

by ahmed slamah
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...
by ahmed slamah
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...
by ahmed slamah
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...
by ahmed slamah
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...
by ahmed slamah
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
by ahmed slamah
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 ...
by ahmed slamah
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 ...

Go to advanced search