Search found 14 matches
- Sat Sep 14, 2013 8:42 am
- Forum: Estimation
- Topic: OLS panel estimation with clustered standard errors
- Replies: 7
- Views: 7106
Re: OLS panel estimation with clustered standard errors
Ah I see, also just one last thing, what is the difference between fixed effects for "cross-section" and "period" under Panel options -> effects specification? So cross-section fixed effects (assuming I have bank as the cross-section identifier) gives me bank fixed effects, what ...
- Fri Sep 13, 2013 11:19 am
- Forum: Estimation
- Topic: OLS panel estimation with clustered standard errors
- Replies: 7
- Views: 7106
Re: OLS panel estimation with clustered standard errors
Thanks Glenn. Also I just want to clarify, I see there are two types of White coeficient covariances, "White - Period" and "White - Cross Section", so for clustering by bank I use White-Period, but what is "White - Cross Section"? Thanks in advance.
- Fri Sep 13, 2013 12:27 am
- Forum: Estimation
- Topic: OLS panel estimation with clustered standard errors
- Replies: 7
- Views: 7106
Re: OLS panel estimation with clustered standard errors
Ah yes, I managed to import the excel datafile into Eviews 7 as panel after searching through some old forum posts. I have uploaded my excel datafile here: https://www.dropbox.com/s/gy12j5y913toxk6/data%20file.xlsx (too big to upload as an attachment) The yellow highlighted columns are my dependent ...
- Thu Sep 12, 2013 10:38 am
- Forum: Estimation
- Topic: OLS panel estimation with clustered standard errors
- Replies: 7
- Views: 7106
OLS panel estimation with clustered standard errors
Hi everyone, please find my Eviews workfile attached ("6.wf1"). Basically eq01 is the OLS panel regression output (without clustered standard errors), how can I use clustered standard errors? I have created a variable "key" which is the clustering identifier, but I am unsure of w...
- Sun Sep 23, 2012 2:21 am
- Forum: Estimation
- Topic: Estimating a FDL(4) Model
- Replies: 1
- Views: 2793
Estimating a FDL(4) Model
Hi guys, attached is the eviews file. The 4 series are defined as follows: cpi_t Consumer Price Index gdp_t Quarterly Australian GDP in current prices, $million hpi_t House Price Index, weighted average for the 8 capital cities mort_r_t Average nominal bank mortgage rate, % Each of the series contai...
- Fri Aug 31, 2012 10:58 am
- Forum: Data Manipulation
- Topic: How to use IF command
- Replies: 9
- Views: 9256
Re: How to use IF command
Ahh I see, thanks for that, just out of curiosity then, how would I be able to use only the restricted sample in regression analysis?
- Fri Aug 31, 2012 9:23 am
- Forum: Data Manipulation
- Topic: How to use IF command
- Replies: 9
- Views: 9256
Re: How to use IF command
Thank you! exactly what I was looking for :)
- Fri Aug 31, 2012 8:32 am
- Forum: Data Manipulation
- Topic: How to use IF command
- Replies: 9
- Views: 9256
Re: How to use IF command
But when I open up "distance" it still shows me all 1000 observations? I can't see the 221 restricted observations.That's exactly what you have done.
- Fri Aug 31, 2012 8:05 am
- Forum: Data Manipulation
- Topic: How to use IF command
- Replies: 9
- Views: 9256
Re: How to use IF command
Sorry I am quite new to Eviews 7, what exactly does that mean? I have clicked on window and enter in "distance > 7403.77" in the IF space, then it comes up with the number of observations which satisfies the IF condition, however I wish to actually restrict the spreadsheet of the group &qu...
- Fri Aug 31, 2012 3:30 am
- Forum: Data Manipulation
- Topic: How to use IF command
- Replies: 9
- Views: 9256
How to use IF command
Hi guys, I want to know how I can use the IF command to restrict the data group to only specific values, what I mean is, in the file attached, in the "distance" group, I want to restrict the spreadsheet so that it only shows values for which distance>7403.77, how do I do this?
Thanks :)
Thanks :)
- Thu Aug 30, 2012 9:10 am
- Forum: Econometric Discussions
- Topic: Interpretation of estimated coefficients
- Replies: 0
- Views: 1881
- Sat Aug 04, 2012 12:22 pm
- Forum: General Information and Tips and Tricks
- Topic: Regression line for Scatter Plot with NO intercept term
- Replies: 4
- Views: 13183
Re: Regression line for Scatter Plot with NO intercept term
Thank you so much startz, I got it, it looks just how I wanted it to.
Cheers again!
(hope to learn more about Eviews from you in the near future ^_^)
Cheers again!
(hope to learn more about Eviews from you in the near future ^_^)
- Sat Aug 04, 2012 9:33 am
- Forum: General Information and Tips and Tricks
- Topic: Regression line for Scatter Plot with NO intercept term
- Replies: 4
- Views: 13183
Re: Regression line for Scatter Plot with NO intercept term
Hi, thanks for the help, I am quite new to Eviews7, I was wondering if you could run me through how to do steps 2-4. I have run the regression without an intercept by going to quick -> equation estimation -> typed in my dependent and independent variables without the "c" term -> Now I am o...
- Sat Aug 04, 2012 8:02 am
- Forum: General Information and Tips and Tricks
- Topic: Regression line for Scatter Plot with NO intercept term
- Replies: 4
- Views: 13183
Regression line for Scatter Plot with NO intercept term
Hi guys, below is the output I get when I draw the scatterplot of 2 variables against each other and the red line is the regression line, I got the regression line by going to: Quick -> graph -> scatter -> under details I clicked on options -> then picked regression line. Now I was wondering how do ...

