Search found 7 matches

by hannibal
Thu Apr 29, 2010 4:38 am
Forum: Data Manipulation
Topic: Sargan or J-Test on Eviews
Replies: 6
Views: 23122

Re: Sargan or J-Test on Eviews

hi,
the p-val indicate, that you have misspecification in your model. maybe this due to high degree of autocorrelation!
by hannibal
Mon Apr 26, 2010 4:49 am
Forum: Econometric Discussions
Topic: GMM Estimation
Replies: 0
Views: 2742

GMM Estimation

hi, I have Panel data of about 130 countries and would like to estimate the growth rate of yearly GDP as a function of institutions and other macroeconomic variables (e.g. inflation). For this purpose, I wanted to employ the GMM_Diff of AB (91) in order to account for endogeneity problems. As far as...
by hannibal
Mon Apr 26, 2010 3:10 am
Forum: Data Manipulation
Topic: Sargan or J-Test on Eviews
Replies: 6
Views: 23122

Re: Sargan or J-Test on Eviews

Hi,

you just give the command:

scalar pval=@chisq(J-Statistic, instruemntrank-nummber of regressors in the modell). if your get a very small p-val it mean your model is bad. optimal value ist between 20- und 30%= 0.20 uns 0-30.
by hannibal
Thu Apr 08, 2010 5:50 am
Forum: Estimation
Topic: Dynamic Panel / GMM (EV 6): Update
Replies: 10
Views: 15523

Re: Dynamic Panel / GMM (EV 6): Update

thanks
by hannibal
Wed Apr 07, 2010 6:17 am
Forum: Estimation
Topic: Dynamic Panel / GMM (EV 6): Update
Replies: 10
Views: 15523

Re: Dynamic Panel / GMM (EV 6): Update

hi nadja 123,

thanks for your help. I have trouble to interprate the p-value from the J-statistics. Do you have an idee.
by hannibal
Wed Mar 31, 2010 5:13 am
Forum: Estimation
Topic: Dynamic Panel / GMM (EV 6): Update
Replies: 10
Views: 15523

Re: Dynamic Panel / GMM (EV 6): Update

Hi, I have panel data and would like to use the method by Arrelano and Bond (1991. In Eviews versions 5.1 and 6.0 there is a tool called wizard which is supposed to enable me to do so. Unfortunately, I did not quite understand how it works and whether the requirements of the estimation strategy are ...
by hannibal
Tue Jan 26, 2010 3:59 pm
Forum: Econometric Discussions
Topic: Dummy variables
Replies: 3
Views: 10947

Re: Dummy variables

hi, dummy is variable who take 1 or 0. if you want to restrict your analyse to a specific groupe within your sample you have to use dummyvariable. in your case you have to create,say dum_black, a dummy who take 1 if the person is black and 0 otherweis. you can for example introduce the dum_black, du...

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