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Dear All In the Error Correction Model, if the ECM(-1) is negative and less than one, we interpret that this is speed of convergence and process will converge to stable equilibrium value. What do we mean by "Stable Equilibrium"? for instance, if the study is about Determinants of Crime and...

Yes, u must.

Dear All

I am estimating fixed effect model, following is the sample size

Number of firms 5
Number of years 9
so total observations 45

Question is: what is the minimum number of observation required to estimate panel data models so that coefficients are reliable.

Thanking you in advance.

Learner

Dear All I am using EVeiws 6. In Eviews User Guide II, chapter 33, System Estimation Methods, page 308, The User Manual does talk about contemporaneous correlation in the errors across equation when it talks about SUR, 2SLS and 3SLS, but when it comes to GMM the Manual is silent about it. So my ques...

Dear All I am estimating 3 equations simultaneously through GMM. Time series data, of course, for a single country. My question is (1) do I need to check that error term of the first equation is correlated with the error terms of other equations or not. If yes what is the test. IS it Hauseman????? O...

Dear Sir

I want to know, what is the significance of Residual Normality in GMM, Is it as important as in OLS or more or less?

Thanks

Learner

Dear Sir

The same is problem with me, did you find the solution.
It would be nice of you if you sahre it .

Dear all I am estimating an OLS regression, dependent variable is inflation, explanatory variables include usual controls and exchage rate, data is monthly, 1999 to 2009, all variables are stationary, coefficients are signigicant, regression passes usual Bruesch-Godfrey LM test, ARCH Test, Ramsey RE...

Dear Sir I am unisg OLS methodology, The information I need is: After estimation we go to, view, stability test, recursive estimation (only OLS), recursive coefficeints. My question is: what is the "first window" size by default in EViews? I am asking thsi question as to my understanding i...

Hi
I would like to know how to estimate Rolling Window GMM. (keeping the window size fixed). It would be nice if anyone directs me to the link estimating rolling window GMM on the Eviews forum or write it down.
Thanks a lot.

Dear All I am estimating Structural VAR (SVAR), I face the following problems (1) The upper and lower lines of Confidence Interval are mirror image of each other. They do not move in tandem (when I use VAR, they behave well) (2) The values of coefficients are .1000 for all coefficients (for A matrix...

Thank you very much Sir. It works

Hi I am estimating the following equation in EViews 6 using GMM. Theory tells me that it should be equal to 1 so I want to restrict the coefficient c(4) = 1. Would you please guide me how to restrict the coefficient equal to 1 in EViews. Of course, it should not be confused with "sum of coeffic...