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
Search found 6 matches
- Tue Aug 09, 2016 7:59 am
- Forum: Econometric Discussions
- Topic: fixed effects constant term
- Replies: 0
- Views: 2788
- 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...
- 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...
- 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!!
- 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
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
- 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...
