Thanks for your answer!
Do you have any good suggestion to manually calculate the PCSE considering autocorrelation within cross-sections as well as cross-sectional correlation with some possible ways using E-veiws?
Search found 2 matches
- Mon May 10, 2010 11:51 pm
- Forum: Estimation
- Topic: panel corrected standard errors (PCSE)
- Replies: 2
- Views: 6578
- Mon May 10, 2010 7:01 am
- Forum: Estimation
- Topic: panel corrected standard errors (PCSE)
- Replies: 2
- Views: 6578
panel corrected standard errors (PCSE)
Hello, I am a beginner on using Eviews. (Version 7) For panel estimation, I made panel workfile and estimated Panel Least Squares with Cross-section SUR(PCSE) standard errors allowing contemporaneously correated cross-sections and heteroskedasticity. But, the data has also autocorrelaion such as AR1...