Search found 3 matches

by hongchontim
Thu Jul 26, 2012 2:42 pm
Forum: Estimation
Topic: the estimateors between Pooled and random effect
Replies: 2
Views: 1918

Re: the estimateors between Pooled and random effect

One should notice that I add the lagged dependent variable into the both models and it has the higher coefficients.
by hongchontim
Thu Jul 26, 2012 2:40 pm
Forum: Estimation
Topic: the estimateors between Pooled and random effect
Replies: 2
Views: 1918

the estimateors between Pooled and random effect

Dear all, I tried to use the pool and panel regression for analyzing the data. Finally, I found that the coefficients from the pool and random effect models are identical except the t-test statistic has the a bit different. Does anyone has this problem before? Can anyone give me some advice? Cheers,...
by hongchontim
Tue Jul 24, 2012 11:56 am
Forum: Estimation
Topic: The problem of autocorrelation in Panel Data
Replies: 0
Views: 1893

The problem of autocorrelation in Panel Data

Dear all, I am confused how to correct the autocorrelation in Panel Data? Firstly, I saw some topics showing that by adding AR(1) into the model, it is equivalent to Cochrane-Orcutt iterative procedure, is that right?? Second, when I tried to add this AR(1) into random effect model, the E-views 6.0 ...

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