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No.

So is there any alternative what i can do to test multicollinearity in panel data?

Hi. I found this topic http://forums.eviews.com/viewtopic.php?f=3&t=6337 that states in 2013 eviews multicollinearity test is not valid for panel data. Does anyone know what about with the newer version of Eviews? is it has been developed now so it is valid?

The reason i test for multicollinearity is to check whether there is correlation between my variables.. is there any test that i can use for testing multicollinearity in panel data? or, we are assuming no multicollinearity in panel data? Why do you care whether there is correlation between your var...

If there is cointegration between variables, is it means there is no autocorrelation in that model?

Hi, can we use unit root test of residual to detect autocorrelation in a time series model? Are stationarity of the residual means there is no autocorrelation?

maybe something like this:

Yes startz, for that equation. But the other not

It still give near singular matrix error

I want to estimate ECM with shock, the dependent variable is saving, the independent variable is household age, household age squared, housohold size, number of elder, number of children. I use the squared residual from Mincerian income equation as shock if i didn't include the dummy interaction, it...

Ok, wait

Nah, how to detect where the problem is or how to deal with this?

I want to control inflation but i dont have cpi data, so i interact regional dummy with year dummy

Hi, i want to ask,
What is the minimum period in panel data to test for unit root?

Hi,
If I interact dummy like industry year and time year, why it turns be near singular matrix? Or it's not allowed to interacting dummy like that?

Then how to deal with this kind of data?

Hello all. Is there any way to perform unit root test with structural break in eviews? I have panel data of age of household head. The problem is the household head may be dead and switched to another person, then the data of the age are like to have a break. Something like (time series element): 45...