Search found 3 matches
- 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...
- 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...
- 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...
