Search found 3 matches

by vad1234
Thu Mar 21, 2013 6:04 am
Forum: Estimation
Topic: First differences
Replies: 0
Views: 2061

First differences

I have a panel data set over a 5 year period, with which I have undertaken pooled ols, fixed effect and random effect estimation. Conducting a Hausman test shows that fixed effects is the most appropriate model. I have been advised that I need to carry out a first difference regression. Is it possib...
by vad1234
Wed Mar 13, 2013 5:23 am
Forum: Econometric Discussions
Topic: Fixed effects vs Random Effects Panel data
Replies: 0
Views: 2206

Fixed effects vs Random Effects Panel data

Having conducted both fixed and random effects regressions, I get significant p values at the 5% level for my coefficients under fe, but very insignificant p values under re. Is that possible or have I conducted one/both of the tests incorrectly? For the record conducting a Hausman test led to it sa...
by vad1234
Wed Mar 06, 2013 6:52 am
Forum: Estimation
Topic: Estimating equation using residuals
Replies: 0
Views: 1473

Estimating equation using residuals

Sorry for the very basic question but I am completely new to eviews and some basic guidance/help would be very much appreciated. Using a wrokfile with panel data on eviews 7.2, I want to estimate: log(HP)=a + B1 log(pop) +B2 X + e where X is 4 measurable charactersitics consisting of variables a,b,c...

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