Search found 2 matches
- Mon Dec 16, 2013 4:00 am
- Forum: Estimation
- Topic: Creation of variable to be used for Panel IV estimation
- Replies: 0
- Views: 1327
Creation of variable to be used for Panel IV estimation
Hello, I use EViews 7. I have panel data for 100 stocks and I want to regress spread on volumes. However spreads and volumes are correlated and hence endogeneity issues. I want to use an IV approach by instrumenting spread and volumes for firm 1 by using spreads and volumes for all firms except 1. H...
- Tue Jan 29, 2013 6:51 am
- Forum: Programming
- Topic: Command for Storing Group Equality test
- Replies: 1
- Views: 2277
Command for Storing Group Equality test
I have several series and I want to run equality test by group and store the result of the test (for example ANOVA test and p value) in a table. Currently I use this: I create a group: group g1 series01 series02 I run the test g1.testbtw I use the freeze commad freeze(mytab) g1.testbtw I copy the re...