EViews.com

I don't know if I should post this in the estimation forum but here it goes: I have panel unbalanced data, where the time-varying variable is the quarter variable and each firm is represented by the "subj." variable. I am requested by my tutor to run fixed efects and random effect models i...

Thank you Gareth!

I found out myself using the exact same code just a day before!

If a regression has autocorrelation and you ignore it, then the statistical inference is wrong. The correct comparisons have to be between estimates that both have correct inference. The usual first way to correct for serial correlation is either to include AR(1) in the regression or to use Newey-W...

Iam having the following coding problem: I am trying to regress a variable of a certain year over a variable of the previous year. In the following code, FOR !j=2 to 5 FOR !I=7 TO 12 equation W_B_Q!j_!I_ALL.ls bq!j_!i c yaq!j_!i-1 next next !I=7 TO 12 represents years 7 to 12, and !j represnts quint...

I am writing a thesis and I simply want to check inference concerning my regressions. I have the following three questions: 1) Some of the regressions exhibit autocorrelation, but since I only care about inference I wonder if I should try to fix any of the autocorrelation using first differences and...

Dear Gareth thank you for your help! Instead of the white test previously applied correctly, I tried the newey-west one, replacing "white" with "hac" but I get this "insufficient number of coefficients" error. Is this because the hac test is not an actual hettest and if...

Ok Gareth I got it tested and working: matrix (2,7) m1 FOR !j=4 to 5 FOR !I=6 TO 12 freeze(tab!j!i) BEPS_Q!j_!I_ALL.hettest(type=white, c) c(1)=0 if @val(tab!j!i(4,2))>@qchisq(.95,5) then m1(!j-3,!i-5)= @val(tab!j!i(4,2)) endif delete tab!j!i next next the if-endif part can be ommited just checks if...

I get the logic you're correct but I can't use freeze within a loop I mean the regression output window has to be already opened and I i don't know how to do this. also the thread has the ".wald" suffix for this test but I can't find the proper one for white. (h) doesn't seen to work. I kn...

Thank you Graeth I have already seen this thread but I haven't succeeded in combining freezing with loops. can't it be done with some basic looping and reference of both the white test and the statistic of chisquare?

Hi everyone I am trying to run a code where a number of regressions is examined so that if the chisquare of the white test output for each regression is greater than the chi square critical value, a new regression is etsimated with corrected estimators. The following code is the one I have and not w...