Search found 5 matches

by Econometrics_is_fun
Sat Jul 02, 2011 8:59 am
Forum: Econometric Discussions
Topic: Johansen test
Replies: 1
Views: 3942

Re: Johansen test

If you can reject the null hypothesis it means that the restriction (under H0) does not hold, i.e. the PPP does not hold.
by Econometrics_is_fun
Sat Jul 02, 2011 8:46 am
Forum: Data Manipulation
Topic: correcting t stat in panel
Replies: 12
Views: 15083

Re: correcting t stat in panel

so how do i correct autocorr? You correct for H and AC as I wrote earlier. With this method you can mitigate the problems facing you but not remove them. Autocorrelation in panel data is truly an enemy to us all. You can read more about this here http://forums.eviews.com/viewtopic.php?f=4&t=4448
by Econometrics_is_fun
Sat Jul 02, 2011 6:58 am
Forum: Estimation
Topic: Autocorrelation Panel data
Replies: 1
Views: 5990

Re: Autocorrelation Panel data

You haven't got any answer since Breusch-Godfrey does not work for panel data. The problem with autocorrelation and panel data is that you can have autocorrelation both between and within the panel. This makes it really hard to perform any tests. To confuse you more, it also depends whether you have...
by Econometrics_is_fun
Sat Jul 02, 2011 6:41 am
Forum: Data Manipulation
Topic: correcting t stat in panel
Replies: 12
Views: 15083

Re: correcting t stat in panel

please help me if anyone knows :(
Hello obicna(=ordinary)!

First, in panel data sets you not only will have problems with heteroscedasticity but autocorrelation as well.
I would thus advise you to select White Cross section in coefficient covariance method menu.
by Econometrics_is_fun
Sat Jun 18, 2011 3:17 am
Forum: Estimation
Topic: Fixed effects-how to report R overall, within and between
Replies: 0
Views: 2209

Fixed effects-how to report R overall, within and between

Hello Eviews-friends,

I have estimated a 2-way FE-model and would like to report R overall, within and between. How can I do this in Eviews?
Is it possible to find R overall, within and between for each variable and not all together?

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