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I am estimating a model for which I have a panel data with 572 cross-sections and 12 time periods (annual). I want to use robust standard errors to allow possible heteroscedasticity and serial correlations. I have read the relevant page of the eviews manual but I am not too sure which of White's cov...

the page talks about the ordinary uncentered setting the mean estimates to 0. So which of the two - ie. the ordinary and the ordinary uncentered is more reliable if I am estimating the convergence in macroeconomic variables, GDP growth rate, amongst the EURO zone countries.

What is the difference between ordinary and ordinary (uncentered) method in the covariance analysis dialog box. How does one determine which method to use as they give completely different results. The Eviews dialogue box does not explain this on the relevant page of the user guide for eviews 8.1

May I please know which one is better: using non-degrees of freedom-corrected white cross-section standard errors and covariance vs. the degrees of freedom-corrected version.

Ok Glenn, either way does that then mean the regression results aren't reliable? And if so what could be the best solution?

In a panel estimation using white cross section as a coefficient covariance method for robust SEs what does Eviews mean when it warns thus: WARNING: estimated coefficient covariance matrix is of reduced rank .

Many thanks, Gareth for your kindness!

In order not to waste time raking through the pages could you please point me to the pages for such custom needs.

Thanks

Could anyone please help with how to calculate Herfindahl-Hirschman Index (HHI) in Eviews for 267 banks across 30 countries for each year over 1998 - 2010, using the ratio of each bank's total assets to the total assets of the entire banking system of the relevant country as the market share.

I wonder if that manual specifically talks about the calculation of HHI. If it does and I have not sighted it could you please for example sign-post it to me, for example the precise page where I can have help.

Thanks.

Fine, I'll use the second code. But could you walk me through the procedure step by step, please. As it is I cannot make any sense of the numbers, the exclamation signs, etc, etc. Would be glad if you could tell me what each means. The attached is the data set in question - the series (column) BSIZE...

Many thanks, but I find it a bit difficult to get my head round it. Are the two boxes alternative methods to do it? Would be glad if you could come a bit clearer. Again for your information my data set is panel.

I was wondering if Eviews could calculate HHI across 30 banking jurisdictions containing 267 banks over a 12 year period using the total assets of the respective banks as their market shares. If it could be done how do I proceed.

Many thanks.