Not sure what the difference between VAR01 and CELLID is. I used the stack function and both variables were automatically created.
What is the best way to structure my data in your opinion?
Search found 5 matches
- Wed May 02, 2012 1:17 am
- Forum: Estimation
- Topic: Panel data estimation
- Replies: 5
- Views: 5305
- Mon Apr 30, 2012 2:24 pm
- Forum: Estimation
- Topic: Panel data estimation
- Replies: 5
- Views: 5305
Re: Panel data estimation
Thanks for the quick reply glen.
Im trying to run the following regression:
ΔGDP=FDI+Trade balance+Education Level+ ...+μ
Where all the variables are in logs, and it is a panel data set for 31 different provinces, each with their own values for GDP, FDI etc.
Im trying to run the following regression:
ΔGDP=FDI+Trade balance+Education Level+ ...+μ
Where all the variables are in logs, and it is a panel data set for 31 different provinces, each with their own values for GDP, FDI etc.
- Mon Apr 30, 2012 6:48 am
- Forum: Estimation
- Topic: Panel data estimation
- Replies: 5
- Views: 5305
Panel data estimation
I have a panel of 31 chinese provinces, each with different characteristics e.g. no. of educated, population density, amount of FDI etc. I am trying to run a regression with GDP per capita growth as the dependent variable. In the literature, they commonly run both a fixed effects and random effects ...
- Fri Apr 30, 2010 12:25 pm
- Forum: General Information and Tips and Tricks
- Topic: References
- Replies: 1
- Views: 4048
References
Not a EVIews related question per se, but seeing that most are economists on this forum. I have pages of references to format for my biblio (I copied and pasted the references from different journals, thus the format of each reference is slightly different e.g. some express the year as 2000 some do ...
- Fri Apr 30, 2010 11:59 am
- Forum: Estimation
- Topic: n-step ahead forecasts
- Replies: 0
- Views: 1798
n-step ahead forecasts
Hi, I currently have a quarterly model of inflation thus the forecasts i produce from this model are one-step ahead forecasts e.g. QoQ changes I am unsure how I would produce four-step ahead forecasts e.g. 1yr ahead forecasts for inflation. The model is as such: Inflation=Constant+Four quarters of l...
