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by chettyd3
Tue Jan 13, 2015 10:41 pm
Forum: Estimation
Topic: Feasible Generalised Least Squares
Replies: 3
Views: 4306

Re: Feasible Generalised Least Squares

period weights
by chettyd3
Tue Jan 13, 2015 10:59 am
Forum: Estimation
Topic: Feasible Generalised Least Squares
Replies: 3
Views: 4306

Feasible Generalised Least Squares

Hi,

I am estimating a panel data model making use of FGLS with period effects in eviews and would just like to understand how the weighting of the different periods is calculated in eviews?

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