Search found 15 matches
- Thu Jul 25, 2013 12:19 pm
- Forum: Estimation
- Topic: Panel 2SLS EViews and Stata
- Replies: 3
- Views: 4719
Re: Panel 2SLS EViews and Stata
Thanks for your reply. The ratios are fairly close to each other, but not exactly the same. They differ after 4th decimal number, e.g. 0.984163864 and 0.984136258. When I unselect the degrees of freedom correction, the SEs become a lot more similar, and the ratio becomes 0.999999059320208. But it's ...
- Tue Jul 23, 2013 3:31 pm
- Forum: Estimation
- Topic: Panel 2SLS EViews and Stata
- Replies: 3
- Views: 4719
Panel 2SLS EViews and Stata
I use panel two-stage least squares estimation with period and regional fixed effects and White period standard errors in EViews. Now I try to get the same results in Stata, and although it seems very simple, I don't get the same results for standard errors. The closest results are given by: ivregre...
- Wed Mar 20, 2013 12:17 pm
- Forum: Data Manipulation
- Topic: Adding new cross-sections to a dated panel
- Replies: 6
- Views: 5376
Re: Adding new cross-sections to a dated panel
Sure, but doing that gives values greater than 1.
- Wed Mar 20, 2013 11:48 am
- Forum: Data Manipulation
- Topic: Adding new cross-sections to a dated panel
- Replies: 6
- Views: 5376
Re: Adding new cross-sections to a dated panel
I am also trying to figure out what normalized means in this context. I am replicating the results of a study which used an average of 12 normalized individual components to create an index. I attached one of these components. Their results lie between 0 and 1, mostly around 0.5 and 0.7. I assume th...
- Wed Mar 20, 2013 10:56 am
- Forum: Data Manipulation
- Topic: Adding new cross-sections to a dated panel
- Replies: 6
- Views: 5376
Re: Adding new cross-sections to a dated panel
Thanks, I will try this. I have a different question as well. To calculate the normalized values of a variable, should I simply use @cnorm(x)? Would there be additional specifications for panel data? Thank you.
- Wed Mar 20, 2013 8:28 am
- Forum: Data Manipulation
- Topic: Adding new cross-sections to a dated panel
- Replies: 6
- Views: 5376
Adding new cross-sections to a dated panel
I have a dated panel for 51 cross-sections and 13 periods. I would like to add 20 more cross-sections, for which I have data in excel. This sounds trivial, but when I try to increase the cross-section ID series, EViews doesn't let me do that. How can I include these additional cross-sections? Thanks...
- Sun Oct 21, 2012 9:39 am
- Forum: Data Manipulation
- Topic: Ticks on the zeroline
- Replies: 1
- Views: 2496
Ticks on the zeroline
I am trying to put ticks on my zero line and delete the ones on the bottom line. How can I do that? The ticks are always on the frame (bottom line) regardless of which option I try. Thank you very much for your help.
- Wed Aug 24, 2011 1:41 pm
- Forum: Estimation
- Topic: Ramsay Specification Test for VECM
- Replies: 1
- Views: 2493
Ramsay Specification Test for VECM
Is it possible to perform the Ramsey specification test for a VECM? It does not show up on the View menu, but I have seen some papers that have done the test for VECM, so I was wondering if there is a way to do it with EViews. Thanks for your answers.
- Tue Aug 09, 2011 11:58 am
- Forum: Estimation
- Topic: Correlation with asymptotic standard errors
- Replies: 3
- Views: 4188
Re: Correlation with asymptotic standard errors
If the asymptotic standard error can be calculated from the statistics reported by EViews, would you mind giving an example? Thank you.
- Tue Aug 09, 2011 9:16 am
- Forum: Estimation
- Topic: Correlation with asymptotic standard errors
- Replies: 3
- Views: 4188
Correlation with asymptotic standard errors
How can one calculate the contemporaneous correlations for a group of variables with their significance indicated by their asymptotic standard errors in EViews? Thank you. It might really be a very simple issue. I tried the covariance analysis from group menu, and calculated the ordinary correlation...
- Fri Jan 21, 2011 5:22 pm
- Forum: Programming
- Topic: Bry Boschan Routine
- Replies: 7
- Views: 16674
Re: Bry Boschan Routine
Thanks for your reply. Does anyone have an algorithm that they can share with me? I would appreciate it very much!
- Thu Jan 20, 2011 10:01 pm
- Forum: Programming
- Topic: Bry Boschan Routine
- Replies: 7
- Views: 16674
Re: Bry Boschan Routine
Did anyone find this out? I am looking for the same B-B process. Thank you!
- Wed Dec 15, 2010 10:18 am
- Forum: Estimation
- Topic: Vk and Vm estimators
- Replies: 1
- Views: 2567
Vk and Vm estimators
Can EViews estimate Vk and Vm estimators available in RATS?
Thanks for your help!
Thanks for your help!
- Thu Sep 10, 2009 12:32 pm
- Forum: Estimation
- Topic: Insufficient Observations Error in Pedroni Test
- Replies: 3
- Views: 4787
Re: Insufficient Observations Error in Pedroni Test
I am attaching my workfiles. I need to conduct two Pedroni cointegration tests (one for each set of variables)
I appreciate your help. Thank you very much.
I appreciate your help. Thank you very much.
- Wed Sep 09, 2009 3:04 pm
- Forum: Estimation
- Topic: Insufficient Observations Error in Pedroni Test
- Replies: 3
- Views: 4787
Insufficient Observations Error in Pedroni Test
Hi all, I get an error when I try to implement Pedroni cointegration test for panel data. The error message says "insufficient observations", but I have over 2000 observations for each variable. Here is what I have done: - I have introduced my excel data file into EViews as panel data.Cros...
