Search found 5 matches
- 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.
- 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
- 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...
- 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
Hello obicna(=ordinary)!please help me if anyone knows :(
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.
- 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?
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?
