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dear members i am working with panel data and applying fixed effect or random effect model. my model is suffering from both serial correlation and heteroscedasticity. can you please suggest me what should i do. as i am using Eviews can i apply gls weights or i should use variance co-variance method ...

dear members i would like to ask few questions: 1: if our series is stationary with intercept and trend but it is not stationary with intercept only, then can we conclude that our variable is stationary? 2:as my coefficients become highly significant after applying CROSS SECTIONAL GLS weights, can i...

Dear, In order to test for heteroscedasticity, you can change the structure of your workfile from panel data to unstructured and perform the White heteroscedasticity test. However, if I want to correct for heteroscedasticity when using panel data, I should know whether I have cross-section / period...

i am working on panel data using fixed effect model, i want to know that how eviews estimate the GLS cross sectional weights in panel data? can you please tell me the method of it along with the formula

You'll have to calculate whatever test you want to perform by hand.

thank you sir

EViews does not have built in heteroskedasticity tests for panel data.

then sir how i can test it manually in eviews?

dear members can you please tell me how i can test hetroscedasticity in panel data fixed effect model? i am using eviews 8 demo version

DEER MEMBERS I WOULD LIKE TO ASK that: can we apply GLS weights in fixed effect model? can you please give me some explanation about these weights because i am little bit confused in interpreting/explaining the cross sectional weights i.e" does it means that cross sectional weights are being ap...

The cross-section effects setting will estimate using LSDV on the cross-section demeaned data where observations are demeaned using the means computed over time for the cross-section. from your reply i realized is that: first of all eviews demeaned the data and after that it assigns the dummy varia...

dear members i have 10 cross sections and 13 years of data, and i want to estimate the factors behind inflation in these cross sections, however i assumed that the slope coefficients remain the same across the countries, however their are certain variables which remain fixed over time but effect the...

I'm not sure that I understand the question. In a fixed effect model, the constants are estimates of coefficients of explanatory variables. sir i am estimating the factor behind inflation in asian economies, and i want to estimate it by using LSDV, can you plz tell me that i have to generate a dumm...

EViews reports the average of the cross-section effects as the constant, and then reports the deviations from the average as the individual effects.

so in that case the constant terms are correlated with the explanatory variables or not? waiting for your response sir
regards
Talha

dear members i would like to ask: as it is stated that fixed effect model is appropriate in the situations when the individual specific intercept term is correlated with the regressors because fixed effect demeaned that time invariant term. my question is that when i run the regression in eviews usi...

hello hope all of you are fine, since i am new to eonometrics i need your suggestions regarding the following estimated results; i have 10 asian countries, dependent is inflation while the independent variables are: m1 , m2 and their lags, import value index(ivi) , tax revenue(tgr), food supply rigi...