EViews.com

I think I understood the problem proposed by Karolina: If you run in EViews a simple AR(1) regression using the lagged variable “y c y(-1)” or the AR(1) term “y c ar(1)” you will obtain the same coefficient for the lagged variable y(-1) or the ar(1) term, but the coefficient of the constant c will d...

Thanks for the answers, Accepting your orientations and suggestions, I realized the random effects model according to the 3 methods available in Eviews 6: Swamy-Arora (default); Wallace-Hussain; and Wansbeek-Kapteyn. Each method results in a different variance and a different p-value of the Hausman ...

Hi all, I realize de Hausman test for random effects in Eviews 6 and Stata 10, and the results appear differentes! I used the database of Gujarati (Basic Econometric), where investment is dependent of firm value and kapital (1935-1954), and the cross section firms are GE, US, GM, WEST. Here is the S...