Search found 4 matches

by lemongrass
Mon Jul 08, 2013 4:05 am
Forum: Programming
Topic: error term - variance decomposition
Replies: 0
Views: 1395

error term - variance decomposition

Hi,

is there a possibility in Eviews to perform a variance decomposition (for the error terms) for pooled data?

THANKS
by lemongrass
Sun Jul 07, 2013 12:42 pm
Forum: Programming
Topic: quarterly effects
Replies: 6
Views: 4220

Re: quarterly effects

Hi,

thanks for your very fast reply :)

I've tried already period fixed effects. It works and I get no error message. But I wanted period fixed effects but not for quarter 1. I want to exlude the first quarter. Is this possible?

THANKS
by lemongrass
Sun Jul 07, 2013 12:28 pm
Forum: Programming
Topic: quarterly effects
Replies: 6
Views: 4220

Re: quarterly effects

Hi,

there are only three dummies created. I got @quarter-2, @quarter-3 and @quarter-4
I want dummies for quarter 2,3,...,40. For each quarter in all years, excluded the first quarter in my regression.

THANKS!
by lemongrass
Sun Jul 07, 2013 2:29 am
Forum: Programming
Topic: quarterly effects
Replies: 6
Views: 4220

quarterly effects

Hi all, I have to estimate a regression with 12 countries over 40 quarters. I've got a dated pool. If better, I could also make a dated panel data set. I have an OLS estimation with Coef covariance method white period and cross-section fixed effects. Now I want to implement quarterly effects, not pe...

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