EViews.com

Dear all,

does eviews provide a built-in function to estimate panel probit/logit models with individual effects (fixed or random)? I did not find any hint scrolling through the User Guide.

Thanks
Jörn

Ok. Does "one long time series" mean that the test averages observations per year, i.e. it estimates the value of a common AR(1) parameter using observations per period of the data set?

The question for me is whether this is a groupwise test. E.g., if the Durban-Watson test is 2,0 and the correlogram/q-stat is ok, can I infer that the errors for a particular unit at one time are unrelated to errors for that unit at all other times (or the period before in case of Durbin/Watson...)?...

Gareth, thanks for your reply. Maybe my wording was a bit misleading: with pooled format I meant the case of an unstructured workfile, i.e. when you throw all observations in one "pool". It would be great if you could clarify two other things for me: - As I have written, after estimating a...

Dear all can anybody tell me why I only have the possibility to make a "Histogram Normality Test" when I structure my workfile in panel format and run a random or fixed effects regression? Somehow eviews does not offer me in this case access to the full range of tests provided in a pooled ...

Hello, as I understand it, the specification between LSDV and within-estimator is different. In LSDV you are including k+n regressors (the k X's, the n-1 binary variables, and the intercept) whereas you do the computational trick (demeaning the variables) in the other case. In the end the estimators...

Hello again, scrolling through the User Guide, I was not able to validate whether eviews 6 uses the LSDV-estimator or the within-estimator to compute the fixed effects. As I have quite a large number of entities (~350), I a am litte bit concerned that a LSDV would drastically reduce the degree's of ...

Gareth, thanks very much for your quick reply. The program works well and can be easily adapted to other equations. Meanwhile I read in Greene that the front term of the Breusch-Pagan test changes for an unbalanced panel. Do you also have an analog program for this case by any chance :)? Thanks Jörn

Hello folks, one basic test for the relevance of Random Effects to be incorporated in a panel model is the Lagrangian multiplier test proposed Breusch/Pagan (1980). The null hypothesis is that Var(ai) = 0, i.e. random effects are not needed. I am using eviews 6 but unfortunately I do not find a way ...