Search found 8 matches
- Wed May 28, 2014 6:32 am
- Forum: Estimation
- Topic: Unit Root Test Panel Data - Cross-Section Dependence
- Replies: 1
- Views: 3895
Unit Root Test Panel Data - Cross-Section Dependence
Is it possible to run Pesaran (2007) test of unit root in panel data, which controls for cross-section dependence? If so, how should I do it? I am using Eviews 8. Thanks!
- Thu Dec 26, 2013 6:42 am
- Forum: Estimation
- Topic: GMM-SYS (Panel Data)
- Replies: 0
- Views: 2340
GMM-SYS (Panel Data)
I was wondering if the following procedure would give me the same result as the Blundell-Bond GMM-SYS estimator for panel data (as far as I know, it is not possible to run GMM-SYS directly using E-Views). First, I get my panel dataset and insert the data into e-views as an unstructured workfile; the...
- Thu Dec 19, 2013 11:11 am
- Forum: Estimation
- Topic: System of Equations with Panel GMM
- Replies: 3
- Views: 4128
Re: System of Equations with Panel GMM
I was wondering if the following procedure would give me the same result as the Blundell-Bond GMM-SYS estimator. First, I get my panel dataset and insert the data into e-views as an unstructured workfile; then, I run a system of equations using GMM as follows: * First equation: I set the equation in...
- Thu Nov 14, 2013 5:59 am
- Forum: Estimation
- Topic: Durbin-wu-hausman test
- Replies: 3
- Views: 7197
Re: Durbin-wu-hausman test
How can we run the Durbin-Wu-Hausman test when using panel data?
- Tue Oct 22, 2013 6:12 am
- Forum: Econometric Discussions
- Topic: Pool Estimation
- Replies: 1
- Views: 3116
Re: Pool Estimation
Anyone can help me out with the question posted on Oct. 10th? I got no help so far...
- Thu Oct 10, 2013 1:19 pm
- Forum: Econometric Discussions
- Topic: Pool Estimation
- Replies: 1
- Views: 3116
Pool Estimation
Quick econometrics question: if we unstack the data in a panel data workfile and create a pool on a new page, we can estimate a fixed effects or random model in which we can calculate cross-section specific coefficients. Then, we can run a Wald test to check the restriction of equality of these coef...
- Wed Oct 09, 2013 12:32 pm
- Forum: Add-in Support
- Topic: CDtest (cross-sectional dependence test)
- Replies: 10
- Views: 55473
Re: CDtest (cross-sectional dependence test)
Ok, Thanks!
- Sat Oct 05, 2013 9:41 am
- Forum: Add-in Support
- Topic: CDtest (cross-sectional dependence test)
- Replies: 10
- Views: 55473
Re: CDtest (cross-sectional dependence test)
Whenever I run any of the CDtests, I get the following error message:
PANCOV is not a valid view for_PRESID06 in "DO _PRESID06.PANCOV(OUT=_A01) UCOR OBS"
What could be the problem?
PANCOV is not a valid view for_PRESID06 in "DO _PRESID06.PANCOV(OUT=_A01) UCOR OBS"
What could be the problem?