Hi,
Can EViews 9 estimate the the Dynamic Common Correlated Effects Estimator Mean Group (DCCE), proposed by Chudik and Pesaran (2015) or the Common Correlated Effects Estimator (CCE MG) by Pesaran (2006) ?
Similarly, EView 9 can only estimate the PMG (Pooled Mean Group Estimator (PMG, Shin et. al 1999) model. It does not produce Mean Group (MG) estimator.
Highly appreciate your help.
Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Moderators: EViews Gareth, EViews Moderator
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Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
The procedures of which you speak are generally termed "second generation" panel models. At the moment, these are not available in EViews. Nevertheless, they are on our to-do list and will be introduced in a future release.
Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Thank you Mirza for your reply.
Can you plz tell if there is any plan for Add-on packages?
Can you plz tell if there is any plan for Add-on packages?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Not from us, but that doesn't mean some enterprising user won't make obe
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