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Dear QMS Gareth, could you please suggest what to do in this case because I will be having a group to specify the importer, another to specify the period and the third to specify the cellid which uniquely identify the observation. When using the Menu, How do I specify the identifier series in this c...

Dear QMS Gareth, I am trying to estimate a gravity model using the fixed and random effects model but the issue is that I have an unbalanced trade data set which I will describe as follows: The importing country is the group ID but I am having problems on how to specify an elaborate cellid to accomo...

Hello QMS Gareth,
I think I don't understand your question but based on the model I just specified, can you guide me on how to estimate a GMM model either by using the wizard or Menu or by programming. I need your help urgently please.

Best Regards

Dear QMS Gareth, My model is a gravity model and I am using an unbalanced and undated panel for bilateral trade between countries with 741 observations. The data was collected for a period of 20 years between 1989 and 2008 The model is specified thus: Log(Tradequantity)=Log(GDPIM)+Log(GDPEXP)+Log(Di...

Dear QMS Gareth, In addition, what do Eviews mean by strictly exogenous varaible, does it mean an instrument that is excluded from the equation to be estimated? If yes, can I still estimate the equation without the strictly exogenous variables? and in the step 5 of 6 of the wizard, will C, I mean th...

Dear Qms Gareth, I tried to follow the wizard but all efforts have proved abortive. I am trying to estimate a GMM equation which contains some dummy variables and some time invariant variables as well as those that vary with time. The dependent variable is Log of quantity while the regressors includ...

Hi everyone,
I am planning to estimate GMM in Eviews 6 and after going through the Wizard, I always have an error message of "Number of instruments greater than Number of observation"
I have Seven Hundred and forty one observations and 9 regressors. Please what do I do

The High T statistic could be due to both between and within or what we call inter and intra class Heteroscedasticity and thus you may consider using the Feasible Weighted least squares or Generalized least squares to overcome the problem of inter class heteroscedasticity but you will still need the...