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Reminder

Hi everyone,
I estimate structural models using panel data, meaning the equations are written in full (like y = c(1) + c(2)*x1). I used fixed effects without any issues using @expand. However, I haven't been able to include random effects. I would appreciate any assistance thank you in advance.

Thank you for the helpful guidance and the documentation link! I appreciate your support .

Reminder!

Hi everyone,
In EViews 13, I would like to extract the independent variables' positive and negative shock series in a NARDL model. How can I do that?
Many thanks for considering my request.

Thank you Starz,
It's very clear now.

Thank you Gareth for your response!

I have no problem with what you said, but I want to understand the structure of non-panel data. What do you mean by it? Is there a practical example or a paper that has addressed this?

Hi everyone, I found in the EViews Help this statement: (To estimate DID models on non-panel workfiles, you will need to specify the appropriate least squares model manually using standard least squares regression.) What does this statement mean, especially for non-panel data structures? I hope to f...

Thnk you very much Gareth ..

Gujarati (2004), Basic Econometrics, p537.

good greeting for everyone :)
Gugarati said - in his book - that the information criterions (lake AIC) are valid for non-nested models
Is that correct ?

Thank you

Hi :)
How to extract the Critical values of statistical distributions from Eviews ?

Thank you so much

Hello :)
Is there an addin for the test of Toda yamamoto causality ?
Thanks