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We don't put the p-value due to space considerations. You can use the @tdist function with the reported t-statistics to determine the p-values. Hi Eview Glenn, I am sorry to bother you againt but I haven't used the @tdist function before and I really need to obtain the critical values for the VECM ...

Is anyone able to help with the above, please?

Hi Eviews Glenn, Could you please specify the critical values that the t-statistic from the VECM estimation can be compared to? Unlike with other tests, the output for this test does not provide a reference or source for critical values. Also, if the t-stat. is negative, do we use the negative numbe...

I have an urgent question, would really appreciate someone's help. I have an OLS cross-sectional model with dummy variables (attached in the file). The data set contains two years 2011/2013. 1) In model 7, should the year be treated as a constant in the model? Do we just exclude it from independent ...

Great, the Chow test is working now since I have removed year series completely. :D :D However, does this mean I should remove year from all the models as it is the constant (even if it changes from 2011 and 2013)? Or is there a way to replace c with year? Or is this not necessary? Thank you for all...

I've attached the file with the OLS model... I am trying to perform the Chow test in Model7. Maybe this could help identify the problem...I suspect I am just missing something...

Ok. I'd like to get the Chow test output and test whether the parameters are constant. Even if one of he dummies is constant then why wouldn't it produce the output? Can I fix this somehow? What is worrying is that in the model without dummies also produces an error saying "Near singular matrix...

Thank you so much!!! This is was so helpful.

I am an urgent question, when estimating the Chow Test, I keep getting an error "Specification leads o singular matrix in at least one sub-sample". Could you please help figure out what is the problem...? I am using an OLS model with dummy variables. I have included n-1 dummy variables so ...

I have an urgent question, how can we estimate standardized coefficients for an OLS model?

Could you explain step by step process in EViews (preferably using the user interface rather than the code)?

Thank you in advance.

Best,
Nataly

Hi,

I am have a data set that is not dated. I simply have 1,2,3,4,5 that represent monthly data. I need to create a dummy variable for each quarter. How can I do this? Should I use a @mod function?

Thank you in advance.