Search found 12 matches

by bayu_sutikno
Sun Dec 25, 2016 4:55 am
Forum: Econometric Discussions
Topic: Tackling Autocorrelation (Panel Least Squares)
Replies: 3
Views: 11580

Re: Tackling Autocorrelation (Panel Least Squares)

hello rjesrani, have you gotten the answer of your question above ? my problem is same as you. I hope you will share to me.
thank you very much .
by bayu_sutikno
Fri Dec 09, 2016 4:52 am
Forum: Estimation
Topic: seemingly unrelated regression (SUR)
Replies: 1
Views: 6250

seemingly unrelated regression (SUR)

Dear, could you help me to give me a tutorial (steps working) about seemingly unrelated regression (SUR) in eviews ? I still confuse to apply its. thanks for your help and your kind.
by bayu_sutikno
Mon Oct 31, 2016 8:52 am
Forum: Estimation
Topic: Newey West (HAC)
Replies: 1
Views: 3565

Newey West (HAC)

Sir, permit me to asking. I wanna use Newey West (HAC) method in eviews . Could you help me to give tutorial (Step Working) in eviews ?? thanks a lot Sir for your goodness.
by bayu_sutikno
Sun Oct 30, 2016 7:06 am
Forum: Econometric Discussions
Topic: Problem of classical assumption test
Replies: 1
Views: 3729

Problem of classical assumption test

Sir, permit me to asking you about problem Problem of classical assumption test. My panel data has both heteroscedasticity and autocorrelation problem, what's method that I can remove them at once ??
thanks a lot Sir for your help and goodness.
by bayu_sutikno
Fri Oct 21, 2016 3:31 am
Forum: Estimation
Topic: Syntax in Eviews
Replies: 4
Views: 7068

Re: Syntax in Eviews

Help me please. explain to me about the part of Run Program in eviews. Please see my attachment below
by bayu_sutikno
Fri Oct 21, 2016 3:11 am
Forum: Estimation
Topic: Syntax in Eviews
Replies: 4
Views: 7068

Re: Syntax in Eviews

Yes, right the output above using panel data regression. I wanna calculate the Hausman test
by bayu_sutikno
Fri Oct 21, 2016 3:09 am
Forum: Econometric Discussions
Topic: seemingly unrelated regression (SUR)
Replies: 0
Views: 10951

seemingly unrelated regression (SUR)

whether seemingly unrelated regression (SUR) can we use to removing both heteroscedasticity and autocorrelation at once in regression model ? please your valuable answer below.
by bayu_sutikno
Sat Oct 15, 2016 7:39 am
Forum: Econometric Discussions
Topic: autocorrelation
Replies: 0
Views: 10825

autocorrelation

hello, permit me to ask. Whether I can use Durbin-Watson test to detected autocorrelation in Panel Data Regression ??
Kamsahamida.
by bayu_sutikno
Sat Oct 15, 2016 7:37 am
Forum: Estimation
Topic: heteroscedasticity test
Replies: 0
Views: 10763

heteroscedasticity test

Hello, for heteroscedasticity test in panel data regression, whether I can use Glejser test for that ?
terima kasih.
by bayu_sutikno
Sat Oct 15, 2016 7:30 am
Forum: Estimation
Topic: Syntax in Eviews
Replies: 4
Views: 7068

Syntax in Eviews

please help me because I'm beginner use Eviews. Could you explain to me what's mean of syntax in eviews ? I give you example below. FEM.ls(c) y? x1? x2? x3? x4? d2? d3? d4? d5? d6? d7? d8? d9? d10? d11? d12? d13? d14? d15? d16? d17? vector beta_fem=fem.@coefs matrix covar_fem=fem.@cov vector b_fixed...
by bayu_sutikno
Sat Oct 15, 2016 6:53 am
Forum: Estimation
Topic: Autocorrelation in panel data
Replies: 4
Views: 12980

Re: Autocorrelation in panel data

Angiel, Why you are not sure can use Durbin Watson statistics to test autocorrelation ?? If any the other method what's name its ? I very need this topic. Thank you.

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