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in the topic you gave me, I still confuse about the conclusions. In my data, the results say that LGDP and FDI is cointegrated but FDI and LGDP is not. It doesnt make sense at all. Could you suggest me what I should say about these results?

I have 2 variables which are LGDP and FDI. When I run panel cointegration test (Open as a Group, View/Cointegration test/ panel cointegration test ...) I use pedroni method. When I choose FDI first( which means my series will be FDI LGDP in the result table), the results are totally different with t...

I have a panel GMM model. Is there any way to know the formula used to calculate the parameters??

I am going to investigate the relationship between gdp and fdi. I follow this guide forums.eviews.com/viewtopic.php?f=18&t=5893 but I have a problem when I estimate the GMM/DPD model.If I write @dyn(fdi,-2) in the instrument section, they program says there is more instrument than observations. ...

Can any1 help me to interpret the result of pool estimation Variable Coefficient Std. Error t-Statistic Prob. C -4.609829 0.230771 -19.97580 0.0000 LY? 0.914534 0.017675 51.74170 0.0000 LEH? -0.993586 0.020496 -48.47720 0.0000 Random Effects (Cross) 1--C -0.592261 2--C 0.841848 3--C -0.760881 Depend...

I estimated m-garch model to find out the link between risk and return Variable Coefficient Std. Error z-Statistic Prob. GARCH 3.232051 2.529634 1.277676 0.2014 C -0.004171 0.007056 -0.591062 0.5545 AR(1) -0.616002 0.149786 -4.112560 0.0000 MA(1) 0.748104 0.129693 5.768284 0.0000 Variance Equation C...