Search found 8 matches

by gftiryaki
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!
by gftiryaki
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...
by gftiryaki
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...
by gftiryaki
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?
by gftiryaki
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...
by gftiryaki
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...
by gftiryaki
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!
by gftiryaki
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?

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