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Dear all! Does anybody know how I can test the residuals of a DOLS panel equation (with country fixed effects) for heteroscedasticity (Breusch-Pagan-Godfrey test), functional form misspecification (Ramsey test), and parameter instability (Hansen)? I tried with: eq01.reset(2, promt) for the Ramsey te...

No. Following the path \\shares\data\Users\crog\Docs\Documents\EViews Addins\CDtest I can only find the file "cdtest installer.prg", which is an empty program. I think that something went wrong with the installation. Maybe its a problem because of admin rights?

Hi! I would like to compute the cross-sectional dependence test of Pesaran (2004) on a panel dols equation. How to do this? I found an addin to be downloaded but the program is empty. I dont have any experience with installing and using addins so I probably just dont know how to correctly install an...

Found it, thanks and sorry for bothering!

Kind regards,
Catherine

Hi,

How can I give a name after estimating

cointreg(method=dols, lag=1, lead=1) x y z

in a panel?

Thank you very much in advance!

Catherine