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Hi Gareth,

my workfile is unfortunately larger than 2mb so I cannot upload it. If you gave me your email address, I would send it to you immediately.

Thank you for your help !

All the best

Kai

Hi, can anybody help me with this? I do not understand enough of the syntax of eviews. However, i think the reason lies here: !count={%groupname}.@count and here: %groupname = "eq00_group" As I cannot tell eviews to include the constant in the eq00_group, the vector for the standardized be...

Thank you very much Glenn

Hi, I also have a question concerning the LSDV regression. Consider a model in which the stock market return is regressed on - among other variables, 3 dummy variables which refer to 1 boom and 2 bust phases, with the second boom phase left out as the base case. In a "normal" cross-section...

Hi, there seems to be an error in the programm above. The coefficient completely change when you move the regressors around. The standardized coefficient should stay the same and just change position in the output; however, they dont. Could somebody tell me where the error could be? Moreover, the ou...

Thank you
SO MUCH
Now its working yehaw :-)

I do have another question though. The t-statistics and other statistics are still valid right ?

Cheers
Kai

Hi, I have a question. Do I have to enter the command one-by-one or everything at once? When I do it at once eViews is telling me "Flow of control statement executed from the command file". I assume that means that I have to enter the command somewhere else, but where? This is the code: eq...

Can anybody help me please ? I am not familiar with eviews programming language and cannot do it myself ... :-/
Thanks !

Hello everybody, I have yet another econometric question. I am conducting a cross-section fixed effects regression. Amongst other variables, I have one variable which is showing a linear trend and I have three time period dummy variables which state whether the market is in a boom or bust phase. Do ...

Hi, thanks for the link. I searched for standardiZed coefficients which explains why I did not find anything. How can I alter the code in order to replicate my estimation procedure, namely a fixed-effects (cross-section) regression model on an unbalanced sample with cross-section weights (PCSE) stan...

Hi everybody, I have a question. After estimating the regression, you cannot tell which regressor had the largest impact by looking at the coefficients as their magnitude depends on the scaling of the variable. I stumbled accross the term "standardized coefficients" and "z-scores"...

Hi ! I have a question which is very similar in nature. I have 230 cross-sections and 10 time periods and therefore an (unbalanced) panel. For each time period, I need to calculate the beta from a single-index CAPM in the form of a time series regression: Ri - Rf = ai + Bi (Rm - Rf) Using annual dat...

Hi Glenn, thanks for your answer. Actually I already found the explanation. I had my variables unstacked; now when they are stacked I have no problem in calculating the correlations. Nevertheless, here is another question ;-) Since OLS regressions are quite sensitive to outliners/extreme values, I w...

Hi again, as mentioned in other topics, I have a workfile consisting of 8 pools, each including 285 cross-sections and 67 time periods. I want eViews 6 to give me the correlation coefficient between the pools. However, then I mark every group and ask eviews to compute the correlations, its starting ...

Thanks for that paper ! Some more general questions. I cannot find the white test for heteroskedasticity in the panel equation window. all it tells me for the residuals is table, graph, correlations and covariances. how can i test for heteroskedasticity in an unbalanced panel ? Similarily, how can I...