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Would it look like this?

∆C_t = a_0 + (a_1*∆I_t) + (a_2*∆N_t) + (a_3*∆F_t) + (a_4*∆H_t) - (a5*U_t-1) + Fixed Effects+ ε_t

where U_t-1 = C_t-1 - B_0 - (B_1*I_t-1) - (B_2*N_t-1) - (B_3*F_t-1) - (B_4*H_t-1)

I hope someone out there can help me :) EviewsGlenn?

Hello, I have an issue with my error-correction model (I use Eviews 7) as I am new to econometrics. I want to estimate the effect of various wealth effects on consumption through OLS in levels, first differences and in error-correction form. Here is my model in levels: C_t = β_0 + (β_1*I_t) + (β_2*N...

Thank you very much, you are very helpful!

This might be a stupid question, but do I use the same degrees of freedom as reported for the two-tailed test (wald test) when I look up the critical value in the table for the one-tailed test?

I really appreciate your quick answers :)

Hi, I have done OLS estimation with panel data (in a panel workfile) and would like to do some hypothesis testing (I am using EViews 7). A) I need the t-ratio for the hypothesis that the difference between two coefficients is zero (against the hypothesis that the two coefficients differ). Do I use t...

Hi again, Sorry, I just had a problem with the last model (the built-in cross-section and period fixed effects options and the variable @EXPAND(@QUARTER). You'll have to use the option on @EXPAND to drop a quarter to avoid singularity). I am using a panel workfile. When I tried this, I got the messa...

Thank you very much :)

Thank you very much Glenn, this is very helpful! :)

Can I ask how I do it if I am using a pool object?

Hi, I do not have much experience with Eviews 7 and would like some help. I have panel data for 6 countries over 80 quarters (Q1 1992 to Q4 2012) for the variables housing wealth, financial wealth and consumption. I would like to estimate the relationship between these using OLS. I am following the ...