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Hello, everyone. I have a question about VAR. I know each variable should be I(0) and thus i will use log first difference to transform my variables. My question is whether all variables have to transformed in that same manner even though there is a stationary variable without the transformation and...

Are individual-specific fixed effects and heterogeneous time trends already included in
the FMOLS and DOLS?

Hello,
I am using a panel data and i wanna include time dummy variables in FMOLS/DOLS/VECM.
I don't think this option has been built in Eveiws 9.5, yet.
Is there any way i can do manually?
Thank you

Does anyone knows how to test a structural break (Chow test) on panel data in Eviews? I know Eviews does not support it on the panel data but maybe someone knows commands. Thank you all

Hello, I got a question about ECM. Suppose i got two variables (SPREAD and DEBT). The ECM expressions is below: D(SPREAD) = A(1,1)*(B(1,1)*SPREAD(-1) + B(1,2)*DEBT(-1) + B(1,3)) + C(1,1)*D(SPREAD(-1)) + C(1,2)*D(SPREAD(-2)) + C(1,3)*D(DEBT(-1)) + C(1,4)*D(DEBT(-2)) + C(1,5) My question is why not th...

I divided the 9 countries into two panel groups (4 countries vs 5 countries) I got the estimation results of all three periods of the first group. However, I got the result of only first period of the second group the error pops up for the other two periods although I set the lag at the minimum and ...

This is the estimation command: spread gdp rex debt ca
I have 9 countries (panel data) but still is it not enough data?
And, is that why the error pops up?? It does not seem related to "singular matrix".
Thank you for consideration

Could you try this again?
I am using up-to-date student version of eviews 9.5.
If it is not working, let me send you my excel file to your personal email.
Thank you so much

Attached is the file concerned. Equation specification is spread gdp rex debt ca (spread is dependent variable and others are independent ones) and there are three periods: 2000Q1 - 2008Q2, 2008Q3 - 2012Q2, and 2012Q3 - 2015Q4 PMG estimation of the last two periods shows singular matrix error sign. ...

Hello, I am doing PMG estimation with my panel data and i divide the sample data into 3 sub-samples. However, i can run a regression for the first period and get the result but not the two other periods. I got the error of near singular Matrix. I tried VECM or VAR, but it did not happen, though. Cou...

I conducted the dynamic panel GMM estimation and checked Arelano-Bond serial correlation test.
And, i have found my AR(2) is NA. I don't know what it means.
Thank you for consideration.

Is there anyway i can test for structural break in panel dynamic GMM estimation?

Thank you.

Hello, I am doing panel dynamic GMM using "dynamic panel wizard", in which each variable is first differenced. I want to include time dummy variable so that i can compare coefficients of the first period and those of the second half period. In my model specification, Bond Bond(-1) Short In...

Hello,

I bought Eviews 9 Student version and I cannot find unit root test with a breakpoint as explained in the website http://www.eviews.com/EViews9/ev9ecdiag_n.html. Btw, my data is panel.

Can you explain it to me? Or student version does not support this?

Thanks




Sam