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I'm sorry, but I don't think that I explained what I needed very well in my first post. The paper that I am following (Hung and Subramanyam 2007) ran separate regressions - same model (price = a + book value + net income + e), but different data (one set when the firm used German accounting principl...

I have partitioned my data according to the financial accounting standards used. The first regression will contain the years that the company used domestic standards. The second regression will contain the years the company used IFRS. Same company examined in both samples, but different years' data ...

Thanks!

I am comparing the R sq of two models in a value relevance study and would like to use the Cramer's (1987) Z-statistic. I am using Eviews 7 and cannot find information on computing this statistic in the help manual. Does Eveiws 7 compute this statistic?

Thanks!

I have a regression model that I will estimate by partitioning my sample into two subsets and then estimating each subset. I am doing a value relevance study and would like to test to see if the difference in the R sq between the two models is significant to answer the question of whether value rele...

I found it. Thank you for your help!

I typed in "eq3.white(c)" and was told that the option was not available for panel equations. I changed my dataset to unstructured/undated from the dated panel and was able to perform the tests. A second question that I have is related to the choices when I run a panel regression. There ar...

I would like to perform a test for heteroskedasticity and have referenced the help manual, which instructs me to select View/Residual Diagnostics/Heteroskedasticity Tests. Unfortunately, the only option that is shown is the Histogram - Normality option. I am using Eviews 7.

Thanks!

Thanks...I'll check with my professor for his recommendations.

What method would you suggest for detecting outliers in panel data since these are not available?

I am using Eviews 7 and estimated a least squares equation..both ordinary and with random effects, but do not find the Stability Diagnostics option. I have used it in the past and am not sure what I am doing wrong today. :)

Thanks!

I have data for firms located in different countries.The variable that contains the country identifier is named "LOC." I am able to select one country at a time by using smpl @all if loc="country" , but I would like to include several countries in the model [but not all of them]....

I am attempting to detect outliers for my data, but I do not see the 'Stability Diagnostics' option when I click on View. What do I need to do? Also, once I am able to execute the leverage plots and influence statistics, what metric do I use to determine an observation is an outlier?

Thanks,
Carol