Search found 6 matches

by Hercules1
Tue Aug 09, 2016 7:59 am
Forum: Econometric Discussions
Topic: fixed effects constant term
Replies: 0
Views: 2788

fixed effects constant term

Hello E-views forum,

I am running a fixed effects model ( countries=14, years=10). When I include clustered robust standard errors ( White period) the constant term is insignificant.
Does this indicate a problem in my model?

Thank you very much,

Hercules
by Hercules1
Wed Aug 03, 2016 7:47 am
Forum: Data Manipulation
Topic: Common AR(1) term to list of coefficients
Replies: 6
Views: 9628

Re: Common AR(1) term to list of coefficients

Hello again to everybody, I am back with more information cause it is complicated for me and I need some help, I have panel (balanced data) and I estimated a fixed effects model. I have 14 countries and 11 years. When I estimate, the DW statistic is 1, hence suggesting that I have positive autocorre...
by Hercules1
Tue Aug 02, 2016 12:41 pm
Forum: Data Manipulation
Topic: Common AR(1) term to list of coefficients
Replies: 6
Views: 9628

Re: Common AR(1) term to list of coefficients

Hello e-views forum, hope everybody is doing well. I would really appreciate some help. While estimating a fixed effects model, if I choose as a coefficient covariance method--> White cross section, then it means that my standard errors are robust for heteroskedasticity and first order serial correl...
by Hercules1
Thu Jul 28, 2016 9:34 am
Forum: Econometric Discussions
Topic: Correlation matrix question
Replies: 4
Views: 5800

Re: Correlation matrix question

Perfect! Thanks and keep up the good work!!
by Hercules1
Thu Jul 28, 2016 9:08 am
Forum: Econometric Discussions
Topic: Correlation matrix question
Replies: 4
Views: 5800

Re: Correlation matrix question

Thank you very much for the reply.
If I get it right the correlation matrix does not take into account the fixed effects and that's why the negative correlation (on the matrix) turns to a positive one in the fixed effects model. Is this right?

Thank you
by Hercules1
Thu Jul 28, 2016 8:44 am
Forum: Econometric Discussions
Topic: Correlation matrix question
Replies: 4
Views: 5800

Correlation matrix question

Hello E-views forum and thanks a lot for the help you provide to starters like me. I have a question regarding correlation matrix. I have panel data ( 14 countries, 11 years) and I want to produce a correlation matrix for my thesis. I open the variables as a group, and then I go view-Covariance anal...

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