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Can I suggest that you give users the option to do that in the next revision or version of Eviews?
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When copying tables to the clipboard, so that I can paste them to other applications (spreadsheets, etc), I always get the dialog box 'Copy Precision'. Because I have many copies to do, what I want is to be able to just do: select table, control-C, select application, control-V (without 'Copy Precis...

Is there any way to program Eviews to do a large number of regressions (say, 100) varying, with each regression, some regressor or the method of calculation of the standard errors? Could we send the output directly to Excel? For example, with 6 equations: Y c x1 x2 x3 z1 (white standard errors) Y c ...

I can well realize that now. Problem is I didn't know that happened.

Trubador, this isn't really right. Estimates of Yt = pYt-1 + ut and Yt-Yt-1 = (p-1)Yt-1 + ut are econometrically identical except for the -1 factor. why except for the -1 factor? Yt-Yt-1 = (p-1)Yt-1 + ut Yt-Yt-1 = pYt-1Yt-1 + ut Yt = pYt-1 + ut I could have been more clear. As you suggest, you get ...

Thanks for your reply. However, I noticed you had replied only today, 27-July-2013. Reason for this is that your answer is in Technical Support/Estimation whereas I had posted my query in Econometric Discussions. I was expecting an answer in Econometric Discussions, not in Estimation. Actually, I ha...

Regarding panel data estimation, of the four GLS Weights options (CS Weights, Period Weights, CS SUR, Period SUR), only the last two (CS SUR, Period SUR) are Park estimators which are problematic for the reasons discussed by Beck & Katz (1995)?

I conclude that my interpretation as in my post of Wed July 10 corresponds exactly to what Eviews does.
Thanks.

Could the Eviews team please provide some feedback on whether my interpretation as stated in my post of Wed July 10 is ok in terms of Eviews implementation?
Thanks,

Could I interpret all you said in the following way, assuming panel data structured with N cross-sections (firms, countries, etc) over T periods (years, etc): White Cross-section : N equations giving a NxN error matrix. White Cross-section robust errors assumes and corrects for diagonal heteroskedas...

My query is not really about econometrics. It is about usage of EVIEWS. I checked the User's Guide. But I might be missing something. So, what I am asking is: What facilities exist in EVIEWS to analyse the RESID series for the purpose of GLS/Coef Covariance Methods selection? Just those I illustrate...

Could the Eviews team provide some feedback on this, please?

I've read the User's Guide but found no further guidance on these issues.

So I need confirmation this is all there is in terms of Eviews testing facilites for panel data GLS/Robust Standard Errors.

Thanks,

Ok. Then what I have tried to do is looking at the Eviews equation output menu options to see what could be used for this purpose. Using an example panel data set of 18 cross-sections and 6 periods, I did this: 1. I have run the Likelihood Ratio and Hausman tests to select Fixed Effects (as against ...

I believe that is just for making a copy of the residuals. What I am looking for is something that will allow testing residuals from a panel data regression for heteroskedasticity and serial correlation. I need this in order to justify using any of the GLS Weights or the Coef Covariance Methods (het...

This is not a question about econometrics as such. This is a question about Eviews. Could the Eviews team please provide an answer? Is there any simple procedure to examine residuals, when estimating with Quick/Estimate equation/Panel data, as we have when estimating with a Pool object (by using the...