Search found 2 matches

by haru
Tue Dec 02, 2008 6:42 pm
Forum: Estimation
Topic: two-way panel model
Replies: 3
Views: 6805

Re: two-way panel model

Thank you for your quick reply. Sorry for my misspelling. "SGLS" should be read as FGLS (Feasible GLS). However, I am still confused. How does Eviews accommodate the two different estimation methods? I cannot find any standard textbooks, say Baltagi, Wooldridge, or Arellano, which explain ...
by haru
Sat Nov 29, 2008 1:06 am
Forum: Estimation
Topic: two-way panel model
Replies: 3
Views: 6805

two-way panel model

:? EViews can estimate a two-way panel model by choosing the effects from the Fixed and Random Effects boxes. My question is the following: Suppose that I choose the fixed effect for cross-section and the random effect for period.Then which estimation methods does EViews actually apply? SGLS , LSDV ...

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