Search found 2 matches
- Wed Oct 30, 2019 2:29 am
- Forum: Estimation
- Topic: Breusch godfrey test on Panel data
- Replies: 0
- Views: 8598
Breusch godfrey test on Panel data
Hi guys. I am using panel data with 72 observations. After I obtain the fixed effect model result, I can't find the Serial correlation LM test on my Residual Diagnostics tab. Any way to solve it? Or any other test for autocorrelation in panel data?
- Tue Oct 22, 2019 8:42 am
- Forum: Econometric Discussions
- Topic: Macroeconomic variable combined with firm specific variable
- Replies: 0
- Views: 9204
Macroeconomic variable combined with firm specific variable
Hi guys. I am currently doing a research on the factors affecting 8 banks' credit risk from 2010 to 2018. For the independent variables, my model consists of macroeconomic variables (X1= GDP. X2= interest rate) and bank-specific variables (X3=ROE. X4=ROA,X5=liquidity ratio). Can I use fixed effect m...