Search found 2 matches
- 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...
- 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...
