Search found 17 matches

by LKie
Fri Mar 25, 2016 8:04 am
Forum: Estimation
Topic: KPSS Test. How to find it?
Replies: 3
Views: 4249

Re: KPSS Test. How to find it?

Would be very nice to get some guidance on this one...
by LKie
Thu Mar 24, 2016 1:37 pm
Forum: Estimation
Topic: KPSS Test. How to find it?
Replies: 3
Views: 4249

Re: KPSS Test. How to find it?

Is there any alternative to KPSS so I could have more reliable unit root test for relatively small sample?

Also, how come I'm able to run KPSS on gretl?
by LKie
Thu Mar 24, 2016 12:06 pm
Forum: Estimation
Topic: KPSS Test. How to find it?
Replies: 3
Views: 4249

KPSS Test. How to find it?

Hello,

How can I find KPSS test for unit root on eviews 8? According to the Help PDF it supposed to be in the dropdown menu when choosing unit root testing, however, it is not there.
by LKie
Mon Mar 14, 2016 6:58 am
Forum: Estimation
Topic: test for Autocorrelation and Heteroscedasticity in panel dat
Replies: 4
Views: 12192

Re: test for Autocorrelation and Heteroscedasticity in panel

[edit] I'd forgotten that we do a walk-through for the Wooldridge test in the manual.[/quote]

Is it still there? I can't find it, could you please tell me the page it is on?

Could you also please elaborate on Panel Data heteroskedasticity testing if it is not too much to ask?
by LKie
Tue Feb 23, 2016 3:31 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

EViews Gareth,

Why exactly 3-D panel can't be estimated? It seems that this paper https://ideas.repec.org/p/ces/ceswps/_2123.html did it using panel least squares of Eviews 5.0. (Section 4.3).

Startz,

Thanks for suggestion, I will look into it.
by LKie
Mon Feb 22, 2016 12:45 pm
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

Ok now I see what you mean. Economically combining B and C would make sense I guess. My variable of interest is dummy EMUt which is 1 if host country has euro at point of time t and 0 if it doesn't. and the FDI values are for the host country only so the dummy should capture euro effect on the host ...
by LKie
Mon Feb 22, 2016 11:57 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

I have attached excel file with the way I have arranged FDI data as of now. Is it 3-dimensional panel? I wouldn't be able to run a regression with data arranged like that?
by LKie
Mon Feb 22, 2016 4:09 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

The panel data definition may seem clear to you, but it isn't clear to anyone else. Once you have explained the panel definition, we can explain how to structure the data. Well to me the panel data definition is simply data set from the few different countries (or firms, persons etc.) which varies ...
by LKie
Sun Feb 21, 2016 12:57 pm
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

Well the panel data definition seems clear to me but regarding the structure of my data that is exactly why I started this discussion as I can't find information on the bilateral data structuring. EMU dummy should capture the effect of introduction of euro on the FDI flows to host country. EU dummy ...
by LKie
Sun Feb 21, 2016 3:37 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

I'm left quite confused to be honest, could you give me some pointers what exactly do I need to learn? I mean, I know the equation I want to estimate and I know the estimators I will need to use. What else is there?
by LKie
Sat Feb 20, 2016 2:27 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

I understand the same as the variables? FDI flows from source country to host country, host country GDP, source country GDP, host country wage, distance between host country and source country, varying over the period 2001-2012 + dummies.
by LKie
Fri Feb 19, 2016 3:07 pm
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

What I was trying to say is that my eViews knowledge is very basic and I simply do not know what information I need to provide to get help. I have attached a .doc with listed variables and full equation. Yes, I would need to run a panel regression, I would estimate the equation with random effects a...
by LKie
Thu Feb 18, 2016 4:01 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

What I'm trying to do exactly in eviews is run a regression. I sent you a pm asking to be more specific cause I'm a beginner but fair enough, I guess I won't get much help here...
by LKie
Mon Feb 15, 2016 4:29 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

EViews Gareth,

What do you think?
by LKie
Wed Feb 10, 2016 10:43 am
Forum: Data Manipulation
Topic: Structuring bilateral data on excel
Replies: 26
Views: 19061

Re: Structuring bilateral data on excel

I want to examine how FDI flows in selected host countries are affected by number of variables, particularly by a dummy of euro introduction in the country.

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