Search found 10 matches

by jhh
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...
by jhh
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
by jhh
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...
by jhh
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...
by jhh
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
by jhh
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
by jhh
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
by jhh
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.
by jhh
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.
by jhh
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?

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