EViews.com

After completing the wizard
I get the following list for instruments:

@dyn(_2y,-2) c rat(-1) rat(-2) rat(-3) rat(-4) rat(-5) sr(-1) sr(-2) sr(-3) sr(-4) sr(-5)

s stand for yield
rat stands for rating
and sr stands for stock exchange index (instrument variable)

Dear Tinfah, I have slightly the same problem. I want to test the following regression with cross section fixed effects: s = s sr rat All the independent variables have 5 lags When I enter the following instrument in the wizard: @dyn(_2y,-5) I still get the error message : order condition violated -...

Dear madam/sir, I want to do a test for contagion with the following variables: Dependent variable: sovereign yield spreads of non-event countries Independentvariable: linear transformed rating changes in event country/countries. The problem that appears is that I am using panel data with 12 countri...

dear d952, I want to perform a panel granger causality test with the following variables for 12 countries: sovereing yield spread, linear transformed ratings and stock exchange returns. In earlier posts you have said to take ECT with a FMOLS or DOLS test. But for these tests I need to enter a depend...