Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

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Santosh
Posts: 26
Joined: Mon Sep 26, 2016 11:00 am

Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Postby Santosh » 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.

EViews Mirza
Posts: 29
Joined: Sat Apr 22, 2017 8:23 pm

Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Postby EViews Mirza » Fri Aug 11, 2017 12:06 pm

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.

Santosh
Posts: 26
Joined: Mon Sep 26, 2016 11:00 am

Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Postby Santosh » Sat Aug 12, 2017 9:46 am

Thank you Mirza for your reply.
Can you plz tell if there is any plan for Add-on packages?

EViews Gareth
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Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Postby EViews Gareth » Sat Aug 12, 2017 10:27 am

Not from us, but that doesn't mean some enterprising user won't make obe
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