Search found 8 matches

by abcxyz
Thu Jan 21, 2010 10:44 am
Forum: Econometric Discussions
Topic: Estimating techniques in Panel Regression, which sd be used?
Replies: 2
Views: 4266

Re: Estimating techniques in Panel Regression, which sd be used?

Hi all,

I would be really obliged if I am made aware of the querry.

Regards.
by abcxyz
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.
by abcxyz
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...
by abcxyz
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...
by abcxyz
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...
by abcxyz
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 ...
by abcxyz
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...
by abcxyz
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 ...

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