Hi,
Can you carry out a Breusch-Godfrey serial correlation LM autocorrelation test on pooled cross-sectional data in eviews?
If not arw there any other tests for autocorrelation that can be carried out on this type of data, other than looking at the Durbin Watson statistic?
Many thanks
Search found 5 matches
- Fri Feb 18, 2011 12:35 pm
- Forum: Econometric Discussions
- Topic: Autocorrelation in time series data
- Replies: 3
- Views: 11662
- Wed Feb 02, 2011 1:52 pm
- Forum: Data Manipulation
- Topic: cross-sectional differencing with panel data
- Replies: 11
- Views: 8354
Re: cross-sectional differencing with panel data
Sorry for the confusion. I was told that it is not panel data, as the same individuals are not surveyed each year and you cannot therefore track the same individuals through time. I'm not sure if this is true? I wanted to run a regression including the different years and so I would have 16 observat...
- Wed Feb 02, 2011 1:27 pm
- Forum: Data Manipulation
- Topic: cross-sectional differencing with panel data
- Replies: 11
- Views: 8354
Re: cross-sectional differencing with panel data
Yes State 1 in 1991 is the same as State 1 in 1993, 1995, 1997 and so on.
Many Thanks
Many Thanks
- Wed Feb 02, 2011 6:10 am
- Forum: Data Manipulation
- Topic: Dealing with thirteen periods per year
- Replies: 6
- Views: 5661
Re: Dealing with thirteen periods per year
Hi,
How do I set up irregular dated time series data on eviews? It says that irregular dated workfiles may be made from unstructured workfiles by later changing the date, how do I do this?
Does using irregular dated time series data mean that I cannot lag my variables?
Thanks
How do I set up irregular dated time series data on eviews? It says that irregular dated workfiles may be made from unstructured workfiles by later changing the date, how do I do this?
Does using irregular dated time series data mean that I cannot lag my variables?
Thanks
- Wed Feb 02, 2011 4:09 am
- Forum: Data Manipulation
- Topic: cross-sectional differencing with panel data
- Replies: 11
- Views: 8354
Re: cross-sectional differencing with panel data
Hi, I have a cross-sectional data set for 1991, 1993, 1995 and 1997? Can I use eviews to compare them over time, similar to panel data? Do I select an unstructured/undated workfile? For example: 1991 State 1 State 2 State 3 State 4 1993 State 1 State 2 State 3 State 4 1995 State 1 State 2 State 3 St...
