Search found 2 matches
- Wed Mar 01, 2017 2:01 pm
- Forum: Econometric Discussions
- Topic: When to use GLS: cross-section weights?
- Replies: 1
- Views: 3918
Re: When to use GLS: cross-section weights?
Can someone please help me... My coefficients are not significant and compared with previous studies they are quite different. I did Cross-Section dependence test and I found that my variables are correlated. Unfortunately, I have recently started using Eviews and I don't know exactly what options t...
- Tue Feb 28, 2017 2:35 am
- Forum: Econometric Discussions
- Topic: When to use GLS: cross-section weights?
- Replies: 1
- Views: 3918
When to use GLS: cross-section weights?
Hello, I am writing a dissertation about Capital structure and firm performance using a sample of 75 companies and 5 years. ROA,ROE= βo+β_1 leverage+β_2 INSIDER shareholdings+β_3 tangibility+β_4 Cash ratio+β_5 EPS(lagged one period) When I run my regression on ROA I get all the expected signs and si...