EViews.com

I have some balanced panel data and I ran a 2-step GMM estimation. My equation is: delta D i,t = alpha i,t + beta i,t * Xi ,j,t + error term. 1) Why after I put data into Eviews, the estimation automatically became: delta D i,t = alpha i,t + delta D(-1) i,t + beta i,t * X i,j,t + error term? That is...

Could anyone help me out, please? Or, have I made myself clear yet?

I’m not sure where to add a condition. I have a balanced sample of annual data from 1988 to 2005 for 848 cross-sections. Each cross-section has 9 accounting variables for each year. However, the values of these accounting variables in many years are NA. I need to skip all these NAs and to perform th...

Sorry again that I haven't made myself clear enough last time and I didn't check if I can open the link above. However, I think that I understand it now. Thanks!

Thank you so much for the advice. I'll certainly look into spool object and if I face any problems, I may have to trouble you again. Thanks!

Could you be so kind to tell me if the fixed effect estimation within Eviews is LSDV or within effect or between effect, please? There is some information: http://www.indiana.edu/~statmath/stat/all/panel/panel3.html According to the link above, I think that cannot use LSDV for panel data. Thank you ...

Thank you very much for the reply and sorry for the confusion I caused. I should have given you some background information! I think that the aim of the 1st program in post 10 is to run a Principal Component Analysis (PCA) across years with a given firm using following 20 accounting measures. group ...

I think that I know where went wrong regarding my last post. However, could kindly lend me a hand for the post before that(to display results on screen)? Thank you!

I’m afraid that I found another problem about the results of principal components analysis (PCA). Using those 2 programs which are shown in the 10th post (posted by me at 3:50 pm, Tue Jan 27, 2009 ), I only managed to get 22 eigenvalues (V1) for each of the programs. Taking the first programme for e...

I’m afraid that I have to trouble you again about the program which you kindly helped me out last time. Is that possible to display these 848 principal component analysis results one by one within Eviews, please? Last time, I had all the eigenvalues, eigenvectors and the ordinary correlation matrixe...

By increasing the number, I've got my the programme working! How can I ever thank you enough!

Without exaggeration that you've made my day! Thank you!!

I’ve tried the programme you wrote yesterday. group pc1stdif DBOOKMV DCACL DCASHFLOWMV DCASHFLOWTA DCASHFLOWTLIABILITIES DCREDITORMV DCREDITORTA DDY DFIXATA DIGEAR DLTBORMV DLTBORRATIO DLTDEBTFA DOPINCOMMV DTAMV DSTDEBTFA DSALESTA DSALESMV DPMTA DPMMV DOPM DOPINCOMTA for !firm=1 to 848 smpl if cross...

Thank you SO much for the kind reply. You’re absolutely right! I simply cannot run the principal component analysis for one firm in a single year!! I didn’t realize this until I tried one sample using my data today. So thank you so much for pointing this out for me and thank you for your patient! So...

Addtionally, after getting results for component scores in different Excel files, I also would like Eviews to combine the results and save the results into one Excel file. At this stage, I’m not really sure about what the component scores look like. However, I’d like to hypothetically demonstrate wh...

Thank you very much for the kind reply. I think by writing those group command above, I successfully confused you again. For your 1st and 2nd point, I’m afraid that I don’t agree. The programme needs to 1) select these 22 accounting measures for the 1st firm and for the 1st year and to run principal...