Search found 6 matches

by DogeProphet
Tue Mar 31, 2015 4:46 am
Forum: Estimation
Topic: Panel Data Serial Correlation Removal
Replies: 0
Views: 1810

Panel Data Serial Correlation Removal

Is there anyone out there that can describe the process whereby I can remove serial correlation from my panel data multiple regression model. I'm using Eviews9 Demo.
by DogeProphet
Sun Mar 29, 2015 11:43 am
Forum: Estimation
Topic: How to Check for Autocorrelation/Serial Correlation?
Replies: 3
Views: 5183

Re: How to Check for Autocorrelation/Serial Correlation?

EViews does not report Q-stats in a panel setting.
I seem to remember that Eviews 7 did so. Am i incorrect?
Also how do i fix autocorrelation in my model?
Thanks
by DogeProphet
Sun Mar 29, 2015 10:55 am
Forum: Estimation
Topic: How to Check for Autocorrelation/Serial Correlation?
Replies: 3
Views: 5183

How to Check for Autocorrelation/Serial Correlation?

I am running a multiple regression trying to work out how HIV affects the GDP of several countries across 24 years. I have 912 observations. My problem is that I don't know how to find out if my data has serial correlation, I suspect it does because my Durbin Watson stat is near 0. I look to confirm...
by DogeProphet
Sun Mar 29, 2015 7:03 am
Forum: Estimation
Topic: How To Insert a Time Trend
Replies: 5
Views: 5896

Re: How To Insert a Time Trend

Slightly off topic but at what confidence interval does eviews run regressions at by default? 0.95 or 0.90?
by DogeProphet
Sun Mar 29, 2015 6:57 am
Forum: Estimation
Topic: How To Insert a Time Trend
Replies: 5
Views: 5896

Re: How To Insert a Time Trend

You can't have both a time trend and period fixed effects. They're redundant.
Thank You. I assume this means that sice i'm running the fixed effects I don't need to run a time trend?
by DogeProphet
Sun Mar 29, 2015 5:18 am
Forum: Estimation
Topic: How To Insert a Time Trend
Replies: 5
Views: 5896

How To Insert a Time Trend

Hello, I am trying to insert a time trend into my model estimating the impact of HIV on GDP. I have included capital investment, gov spending HIV prevalence and Life Expectancy as independent variables. I took logs of all variables in the estimation equation so my equation is: log(gdp) c log(govspen...

Go to advanced search