Search found 5 matches

by May21
Fri Mar 25, 2016 5:38 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 41889

Re: Panel cointegration estimations - possible with Eviews 7

Yes, the first workfile has observations from 1990-2014 but I set the sample size to be 1992-2014.

Regards.
by May21
Tue Mar 22, 2016 1:31 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 41889

Re: Panel cointegration estimations - possible with Eviews 7

Hi, I am facing a strange problem as follows: I set my workfile for the time period 1990-2014 for 7 cross sections and did panel FMOLS estimation for the sample size 1992-2014.When I made a new workfile which had data staring from 1992-2014 and did the same estimation,I got different results.In the ...
by May21
Tue Mar 15, 2016 9:38 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 41889

Re: Panel cointegration estimations - possible with Eviews 7

Can you please elaborate a little more as to what you mean by setting the sample so as to include only one cross section?Do you mean that I estimate a model for each cross section as a time series analysis?

Thanks.
Regards.
by May21
Mon Mar 14, 2016 6:15 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 41889

Re: Panel cointegration estimations - possible with Eviews 7

Hi, I have estimated my model using group-mean FMOLS on Eviews version 8. Eviews 8 reports coefficients of both the individual cross-sections as well as panel as a whole but it reports t-statistics for only the panel and not for individuals cross-sections.Is there any way that one can retrieve the t...
by May21
Mon Mar 14, 2016 2:14 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 41889

Re: Panel cointegration estimations - possible with Eviews 7

Hi, I have estimated my model using group-mean FMOLS technique on Eviews student version 8.In order to cross check the results,I also estimated the model using same technique on winRATS version 8.But my results from the two softwares are drastically different for two of the coefficients for one of t...

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