Search found 10 matches
- Sat Feb 25, 2017 2:15 am
- Forum: Estimation
- Topic: Weighted Mean - Panel Data
- Replies: 0
- Views: 4821
Weighted Mean - Panel Data
I'm using EViews 8 and I have a panel workfile. I have data for 900 districts from 1966 to 2011. The districts are my panel variable. Amongst my variables I have TFP and AREA FOR ALL DISTRICTS FOR ALL YEARS. I need to check the TFP on the country level yearwise. So I need to compute calculate the we...
- Thu Feb 18, 2016 2:04 am
- Forum: Estimation
- Topic: Compound Growth Rate In Time Series Data
- Replies: 1
- Views: 2861
Compound Growth Rate In Time Series Data
I have a time series data for nine variables for 63 years each. I want to estimate the compound growth rate for all of them using
Y = a b^t
Please tell me how to do it?
thank you
Y = a b^t
Please tell me how to do it?
thank you
- Tue Jan 05, 2016 3:41 am
- Forum: Econometric Discussions
- Topic: Time series Break tests
- Replies: 2
- Views: 4297
Time series Break tests
hello I am using eviews 8 to carry out Bai and Perron Structural Break tests. I have a very simple question. When I perform the L+1 vs L breaks i get three dates (1977 1987 1998) in sequential break dates and three (1977 1987 2003) in the repartition break dates. One date is different in these. My q...
- Thu Nov 26, 2015 1:00 am
- Forum: Econometric Discussions
- Topic: Bai and Perron Structural Break test
- Replies: 0
- Views: 2558
Bai and Perron Structural Break test
Hello I have a simple question regarding structural break test in Eviews 8. I have 3 variables for which i want to separately carry out the structural break test. The 1st variable shows a linear trend, the 2nd shows a u shaped trend and the 3rd shows an inverse u shaped trend. While estimating the e...
- Wed Oct 21, 2015 7:26 am
- Forum: Estimation
- Topic: Structural breaks and outliers
- Replies: 2
- Views: 3356
Re: Structural breaks and outliers
thanx Gareth.
I want to perorm a structural break test. If the overall trend of my data is linear do i need to estimate the model as
Dep variable= c + bt
Instead of
Dep variable= c
Thanx in advance
I want to perorm a structural break test. If the overall trend of my data is linear do i need to estimate the model as
Dep variable= c + bt
Instead of
Dep variable= c
Thanx in advance
- Sun Oct 18, 2015 9:33 pm
- Forum: Econometric Discussions
- Topic: Multiple breakpoint test
- Replies: 0
- Views: 2111
Multiple breakpoint test
hello
When i run the multiple breakpoint test in eviews 8 the Global L breaks vs none shows me 3 breaks, Sequential L+1 breaks vs L shows 2 beaks and Global information criteria shows 3 (schwarz) and 4 (LWZ) breaks.
How many breaks should I conclude?
I will appreciate your help on this issue
When i run the multiple breakpoint test in eviews 8 the Global L breaks vs none shows me 3 breaks, Sequential L+1 breaks vs L shows 2 beaks and Global information criteria shows 3 (schwarz) and 4 (LWZ) breaks.
How many breaks should I conclude?
I will appreciate your help on this issue
- Sun Oct 04, 2015 12:05 pm
- Forum: Estimation
- Topic: Structural breaks and outliers
- Replies: 2
- Views: 3356
Structural breaks and outliers
I am using eviews 8 and estimating a ucm model. I want to check for structural breaks and outliers. For breaks i can use the multiple break option but how can i check for outliers? Is there a single test for both?
Thankyou
Thankyou
- Wed Sep 30, 2015 1:49 am
- Forum: Estimation
- Topic: Structural Break Tests
- Replies: 2
- Views: 3798
Re: Structural Break Tests
i am using an univariate Unobserved components model on a single time series. i want to include a dummy variable to capture the break date. so i am confused as to which equation should i estimate?
once again thank you.
once again thank you.
- Sun Sep 27, 2015 11:07 pm
- Forum: Estimation
- Topic: Structural Break Tests
- Replies: 2
- Views: 3798
Structural Break Tests
My data set contains 55 data points. I want to run a structural break tests. I am using eviews 8. what are the steps that i need to follow to carry out the Bai and Perron test?
thank you for your help.
thank you for your help.
- Tue Feb 17, 2015 11:16 pm
- Forum: Programming
- Topic: Unobserved components model in Eviews
- Replies: 1
- Views: 2822
Unobserved components model in Eviews
Hi I am new to eviews and want to estimate the unobserved components model. i cannot find any instructions that provide these details. Can someone provide me with detailed instructions?
