Search found 3 matches

by bergeronsamuel
Thu Aug 07, 2014 8:47 am
Forum: Estimation
Topic: FMOLS - Error message
Replies: 5
Views: 5507

Re: FMOLS - Error message

Any news for me about the problem?
by bergeronsamuel
Mon Aug 04, 2014 3:22 am
Forum: Estimation
Topic: FMOLS - Error message
Replies: 5
Views: 5507

Re: FMOLS - Error message

Hi, I have joined the file. My panel data consist of 12 cross-section, each having 17 years of data for my 3 variables. I'm trying to run to cointegration test for the group called cointegration_gdp in the file. I performed Pedroni panel cointegration test using the AIC automatic lag length selectio...
by bergeronsamuel
Mon Aug 04, 2014 3:01 am
Forum: Estimation
Topic: FMOLS - Error message
Replies: 5
Views: 5507

FMOLS - Error message

Hi, I want to run estimate using the FMOLS method. I previously runned Pedroni's cointegration test. I select Quick / Estimate equation / Method : FMOLS I put my three variables and I select Trend Specification : Constant (level), no additional trends, Method: FMOLS, Panel Method: Grouped. Then I cl...

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