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by DrMussa
Mon Feb 24, 2014 3:57 pm
Forum: Econometric Discussions
Topic: panel cointegration test
Replies: 0
Views: 1501

panel cointegration test

Hi, Could u please help help me indicating the right way to perform panel cointegration test via eviews? I have 9 variables: y x1 x2 x3 x4 are stationary, while x5 x6 x7 x8 are not stationary I want to perform both: Kao cointegration test + Unit root teste on residual (specially ADF). So in both tes...
by DrMussa
Sun Jun 16, 2013 9:16 am
Forum: Econometric Discussions
Topic: OLS & FGLS estimators
Replies: 0
Views: 1886

OLS & FGLS estimators

Hi All, Could anyone tell me please, how to do that models with eviews v.6 : i.e whats the right order (white-cross section, white period, etc...) 1- OLS and use robust cluster estimates of standard errors (on firms). 2- FGLS estimators: A) one where you weight for group heteroskedasticity. b) one w...

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