Hi all,
I would be really obliged if I am made aware of the querry.
Regards.
Search found 8 matches
- Thu Jan 21, 2010 10:44 am
- Forum: Econometric Discussions
- Topic: Estimating techniques in Panel Regression, which sd be used?
- Replies: 2
- Views: 4266
- Sat Jan 16, 2010 7:15 am
- Forum: Estimation
- Topic: Testing Autocorrelation & Heterscedasticity in Unbal Panel ?
- Replies: 0
- Views: 2450
Testing Autocorrelation & Heterscedasticity in Unbal Panel ?
Dear All,
Kindly help me out wih this concern.
How can one test for Autocorrelation & Heterscedasticity in Unbalanced Panel in E-Views 6 ??
I would be obliged if I m made aware of it.
I am completely lost please assist.
Regards.
Kindly help me out wih this concern.
How can one test for Autocorrelation & Heterscedasticity in Unbalanced Panel in E-Views 6 ??
I would be obliged if I m made aware of it.
I am completely lost please assist.
Regards.
- Sat Jan 16, 2010 6:56 am
- Forum: Econometric Discussions
- Topic: Panel Estimation with GLS Cross Section Weights
- Replies: 2
- Views: 7828
Panel Estimation with GLS Cross Section Weights
In estimating Panel Regression equation, I found nearly all the variables to be insignificant but when I used GLS CROSS SECTION WEIGHTS in Panel Options, then the story changed completely and most of the variables became significant but still the Durbin Watson statistics has changed from 1.12 to 1.3...
- Thu Jan 14, 2010 12:32 pm
- Forum: Econometric Discussions
- Topic: Panel Estimation with GLS Cross Section Weights
- Replies: 0
- Views: 3165
Panel Estimation with GLS Cross Section Weights
In estimating Panel Regression equation, I found nearly all the variables to be insignificant but when I used GLS CROSS SECTION WEIGHTS in Panel Options, then the story changed completely and most of the variables became significant but still the Durbin Watson statistics has changed from 1.12 to 1.3...
- Thu Jan 14, 2010 12:02 pm
- Forum: Estimation
- Topic: Estimating only time dummies in Panel Regression
- Replies: 4
- Views: 8041
Re: Estimating only time dummies in Panel Regression
Thanks a Lot. What I have done is that I have made seperate tables for each dummy and further created tables for interaction effects also ( both intercept and slopes ) and have considered the constant as the mean of the category that is not included. I think it will work too. Finally to interpret an...
- Wed Jan 13, 2010 2:35 pm
- Forum: Econometric Discussions
- Topic: Estimating techniques in Panel Regression, which sd be used?
- Replies: 2
- Views: 4266
Estimating techniques in Panel Regression, which sd be used?
Hi all, I wd be really obliged if someone can put light on the estimation process that I should follow while estimating Panel Regression. The steps starting from regressing the original equation with one constant (without Fixed / Random effects of across Time/Cross Section). Then by including Fixed ...
- Tue Jan 12, 2010 10:34 am
- Forum: Estimation
- Topic: Estimating only time dummies in Panel Regression
- Replies: 4
- Views: 8041
Re: Estimating only time dummies in Panel Regression
Hi, I tried but I m a bit confused. I want to estimate the constants for each time period ( like in my study there are 3 periods ) further I want to estimate the slope of independent variables in different time periods ( like bo(X1) + b1(D1* X1) + b2(D2*X1) and ; when D1=D2=0, it is the slope of per...
- Sun Jan 03, 2010 8:10 am
- Forum: Estimation
- Topic: Estimating only time dummies in Panel Regression
- Replies: 4
- Views: 8041
Estimating only time dummies in Panel Regression
I would like to know how can I get the value of the estimators of time dummies only( and also both time and cross sectional dummies ) in Panel Regression in E -Views 6. Further how can I see the interaction effect of time dummies with each regressor ( i.e. time dummies and slopes of regressors ). I ...
