EViews.com

I am running a GLS analysis on a panel dataset. The dependent variable that I am using is the yearly netflow for US equity mutual fund from 2002 to 2012. I am using the netflows in millions but the outliers (i.e. extreme values) seem to bias the results. Unfortunately I can not use the netflows as a...

Are you sure that the residuals of a pooled dataset that contains all the years are the same as the residuals of each year separately?

Hi I am applying a meta-analysis method to an unbalanced panel dataset. I need to calculate the average correlation between regression residuals. so far I am doing the equation per each year, I create the residual series, I export it to excel and then I ll calculate manually the correlation between ...

What is then the difference with a GLS?
simply the autoregressive component on the residuals?

So If I am not specyfing it, Eviews is simply using an OLS estimation on the whole sample, that is it does not consider the data as a panel date and every observation is a different event. is this right?

Hi to all,

a really technical question. I have an unbalanced panel data set, defined as panel data on Eviews.
When I am running quick\equation\LS am I doing a random effect estimation on the data set? if not what am I doing then? moreover how can I do a random effect estimation?

many thanks

Hi to all, I have an unbalanced panel data of 15k cross section over 10 periods. I want to run a Fama-Macbeth regression to it. Given that Eviews does not perform it, I am regressing the sample by years (10 regression of 15k crossections) and then averaging the results. The final coefficients will b...

Hi to all, I am running a simple OLS with two endogenous variable in it (both dummy), and I am struggling with the TSLS as Eviews (6) define it: my original equation is (simplified): Y=A+B+C+D+E+F BUT A=C+G B=C+G I am running a TSLS on Eviews with the following equation: first equation (first part o...

You are a Genius!!!!!!

Thank you so much!!!

hi, I am doing a VAR with panel data approach, using data of 70 different asset taken in 16 different period of time. First I regress a VAR with 4 lags, but now I would like to test also VAR with different lag. I tried to change it in the regression window and E-Views allow me to regress only pair l...

have a small quastion about VAR models that i can not find on books or internet. I am running a VAR model using a panel data approach. I would like to test the attendibility of my model and therefore I am intending to test the 6 assumptions of OLS method. My question is, does this procedure is corre...

i can not find view->coefficient diagnostics ion the system. I run an alternative solution: I am scomposing the VAR as two different simple equation and i apply the wald on it simply changing the dependent variable. what do u think? why u say it does not perform panel Var estimation? I manage to cat...

hi, i am regressing a var on a panel data, using 2-3 dependent variable with 4 lags.
I would like to test if the coefficents of the lagged dependent variables are jointly equal to zero (i.e. c(5)+c(4)+c(3)+c(2)=0).
do you know how can i write it?
thanks