Hello!
Could somebody tell me please how to conduct panel root tests under cross-sectional dependence (second-generation tests) such as Bai and Ng (2004), Choi (2002) and Pesaran(2007) in eviews 8?
I'll be very grateful for your help!!!!!!!!
Search found 2 matches
- Mon Apr 27, 2015 8:43 am
- Forum: Econometric Discussions
- Topic: Panel unit root tests under cross-sectional dependence
- Replies: 0
- Views: 2674
- Sat Apr 25, 2015 4:21 pm
- Forum: Add-in Support
- Topic: BPTest (Breusch-Pagan LM test for random effects)
- Replies: 44
- Views: 233667
Re: BPTest (Breusch-Pagan LM test for random effects)
Could you tell me, please, where I should write such expression as Y=C(1)*C(2)*X1 for getting appropriate results of BPTest?You must specify your equation as a list of variables, not as an expression (e.g. Y X1 X2 C, rather than Y=C(1)*C(2)*X1)