Search found 8 matches
- 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...
- Tue Apr 12, 2011 9:03 pm
- Forum: Estimation
- Topic: Panel Unit root
- Replies: 3
- Views: 3559
Re: Panel Unit root
Dec 4 2009
- 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...
- 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
- 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
- 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 .
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 .
- Mon Apr 11, 2011 8:17 am
- Forum: Estimation
- Topic: Panel Cointegration
- Replies: 7
- Views: 4630
- 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.
