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Thank you very much! Really appreciate the help!

Thank you very much! So am I correct in saying that the interpretation is then that of a first order autoregressive fixed effects panel estimation? Also could I ask - is this valid considering I have already used cluster-robust standard errors - clustered by cross-section? I have come to understand ...

Dear all, I am estimating a fixed effects model and am wondering if inputting the common AR(1) term into my list of common coefficients will correct for first order autocorrelation within cross-sections or between cross-sections given that it is highly significant. I'm not sure how it works in Eview...

Hi All, I have estimated a fixed effects regression and am using cluster-robust standard errors (cluster by cross-section) for within cluster heteroskedasticity and serial corrrelation. As I am writing a paper and need to demonstrate as much as of my methods as possible, I was wondering if the heter...

Hi Glen, Thanks for your response. Just to be clear, using the White Period option with the cross-section variable as my cross section ID produces clustered robust standard errors taht are robust to within-cluster correlation. THat means that there still needs to be testing for between cluster corre...

Thanks for your reply Glen - it was really helpful. I was wondering if the DW statistic is useful in determining the continued existence of autocorrelation in my model? When I put a common AR(1) term in to improve it from 1.56, it moves up to 1.82 but the residual graphs stay the same. Would really ...

Dear all, I was just wondering if the Durbin Watson Statistic is a reliable indicator of the presence of autocorrelation in my fixed effects model with GLS cross-section weights and clustered robust-standard errors. It is at 1.56 with an R squared of 0.38 When I add in an AR(1) term to my common coe...

Hi I've been trying to follow your instructions for a cross section dependence test and the Breusch Pagan test. However when I try to get the number of groups using the code scalar n = @columns(acorr) I get the error message saying 'acorr is not defined'. Could you please advise me how to sort this ...

Hi All, I'm estimating a fixed effects panel regression and have five so with White Period Standard Errors but I was wondering how to test for heteroskedasticity, autocorrelation or serial correlation? I have Eviews 7 and Eviews 8 but no access to add-ins. I would really appreciate the help as I do ...

Hi Glenn, Thanks for your post. If I understand correctly, I should set up the panel data with the cluster variable as the cross section dimension? I have done so as I want to cluster by Country and Country is my cross section dimension for my fixed effects regression. What I am concerned about is a...

Hi,

Could someone please tell me how to implement clustered robust standard errors in eviews 7 as I do not know how. Would really appreciate the help.

Best
Rhea

Hi all, Am a little new to all of this. I am running an fixed effects panel regression in Eviews 7 but in any form, I am getting completely non-significant independent variables and a high R squared. Correct me if I am wrong, but I am assuming that's due to multicollinearity/serial correlation. As I...

Hi Gareth,

Thanks so much!!! :D

Best
Rhea

Hi, I am having serious trouble uploading my panel data into Eviews 7 and keep receiving error message 'Illegal panel structure, nested within the previous dimensions of panel structure'. Not sure what this means or how to fix it and would very much appreciate some help. Is it something to do with t...