Search found 8 matches

by rose
Thu Apr 14, 2011 3:10 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 1
Views: 2116

Panel Cointegration

I am working on panel cointegration . I have applied LLC and IPS unit root test and Pedroni cointegration approach. The Pedroni cointegration approach shows that there is cointegration between eh variables . I want to apply the FMOLS technique on that , but this approach is not available in paned da...
by rose
Tue Apr 12, 2011 9:03 pm
Forum: Estimation
Topic: Panel Unit root
Replies: 3
Views: 3559

Re: Panel Unit root

Dec 4 2009
by rose
Tue Apr 12, 2011 10:31 am
Forum: Estimation
Topic: Panel Unit root
Replies: 3
Views: 3559

Panel Unit root

in the LLC Unit root test , every time you do the unit root tet on the same series , the results are chaning becasues it is changing the number of Cross sections included in the estimation. First Time Null Hypothesis: Unit root (common unit root process) Series: GDP Date: 04/12/11 Time: 22:24 Sample...
by rose
Mon Apr 11, 2011 10:14 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 7
Views: 4630

Re: Panel Cointegration

How i will run that program
by rose
Mon Apr 11, 2011 9:24 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 7
Views: 4630

Re: Panel Cointegration

I have Eviews 6. how i will run that program for the Fully Modified OLS. i have pasted that into program file and than tried to run it but not working
by rose
Mon Apr 11, 2011 8:21 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 7
Views: 4630

Re: Panel Cointegration

there is one routine given by EViews Glenn to run Fully Modified OLS. but i cannot run that .

the lick is here
http://forums.eviews.com/viewtopic.php?f=15&t=921

how i will run this subroutine?
i have pasted these commands in the program and than tried to run this , but its not working .
by rose
Mon Apr 11, 2011 8:17 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 7
Views: 4630

Re: Panel Cointegration

Than
by rose
Sun Apr 10, 2011 11:27 am
Forum: Estimation
Topic: Panel Cointegration
Replies: 7
Views: 4630

Panel Cointegration

how i can run Fully Modified OLS and DOLS in Eviews.

Go to advanced search