Search found 4 matches

by hkim1
Wed Jun 17, 2020 10:31 am
Forum: Econometric Discussions
Topic: If a variable is stationary with a linear trend, do I have to include a linear trend in estimatoin?
Replies: 1
Views: 6522

If a variable is stationary with a linear trend, do I have to include a linear trend in estimatoin?

Hello there,

I have multiple variables that are I(0) and I(1). Once I conduct unit root test with a linear trend, every variable is I(0), which lets me to fixed effects model. Does it mean in my FE model, I have to include a linear trend? Thanks for consideration.
by hkim1
Thu May 21, 2020 9:55 am
Forum: Data Manipulation
Topic: How can I exclude a cross-section in panel dataset?
Replies: 1
Views: 5959

How can I exclude a cross-section in panel dataset?

Hello,

I have a panel dataset that consistent of 17 OECD countries over a period from 1972- 2016.
For robustness checks, I want to exclude, for example, USA, Germany, Japan, UK one at a time and estimate my specification.
Would you please help me how to do that?
by hkim1
Wed May 06, 2020 3:57 pm
Forum: Estimation
Topic: Rolling Regression Coefficients
Replies: 2
Views: 4816

Re: Rolling Regression Coefficients

Would you please explain how I can modify it to work in a panel?
by hkim1
Wed May 06, 2020 12:05 pm
Forum: Estimation
Topic: Rolling Regression Coefficients
Replies: 2
Views: 4816

Rolling Regression Coefficients

I want to use Rolling Regression Coefficients and thus download a relevant Add in (Roll).
However, it say "Date does not uniquely define observation in panels."
There is no rolling regression for Panel data in Eviews?
Thanks for consideration.

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