Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Posted: Tue Aug 08, 2017 2:51 am
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.
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.