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Hi I have a panel data of 34 countries and 24 time periods . I want to estimate a dynamic panel equation of the form Y i,t = Y i,t-1 + X i,t + ai +ei,t the main aim of my estimation is to compute the cross country fixed effects and then explain the difference by institutional factors, but as i under...

Hi everyone I need some advises , please help me I want to explain why wages and productivity diverge from each other using country level panel data . I have several questions 1) Can i estimate error correction model using panel data in eviews? 2) if the individual time series data are non-stationar...

Hi
I have a question about Bai-Perron test, which is discussed in the website http://www.eviews.com/EViews8/ev8ecmbreak_n.html

If my data is trending , should I regress it on both constant and trend or should I detrend the data and then perform the test ??

HI I want to test for unit root with possible breakpoint . the breakpoint is known. First I tested for unit root for two subsamples (before break date and after) Both results suggest that the null of unit root cannot be rejected , then I tested for the whole sample using breakpoint unit root test, b...

Thanks, it was very useful!

I want to test for possible cointegration with structural break using Johansen`s test , but how can i add restrictions of the level shift or change of the trend in the model??

I am estimating a panel equation with fixed effects, I use Cochrane-Orcut procedure by writing AR(1) after equation, but the problem is that there is still some evidence of serial correlation in the residuals. Are there any limitations for using this procedure in panel data?