Search found 15 matches

by zeca
Tue Jul 23, 2013 11:57 am
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

I don't know what the calculation of elasticity at means is in a panel setting. If you can figure that out, you can probably calculate it easily enough in EViews. me neither :( I tried searching for it in the web but I couldn't find anything. The papers I read do not explain the calculation, just p...
by zeca
Tue Jul 23, 2013 9:00 am
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

I suppose the question is, what is the mean in a panel?
as you probably gathered so far, my econometric knowledge is not so great, could you be more specific please?
Many thnks, we've been real helpful to me!
by zeca
Tue Jul 23, 2013 8:13 am
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

I'm sure it can be calculated manually, if you can figure out what the calculation is.
Are you thinking in the following calculation?
If equation Y=a+bX1 + cX2
Elasticity X1 = Coefficient_on_X1 * Mean(X1)/Mean(Y)
Elasticity X2 = Coefficient_on_X2 * Mean(X2)/Mean(Y), ...
by zeca
Tue Jul 23, 2013 7:51 am
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

It isn't offered for panel equations.
ok, and there is any other way to calculate it for panel data equations in eviews?
thanks
by zeca
Tue Jul 23, 2013 3:47 am
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

What sort of equation do you have?
Panel Least Squares
by zeca
Mon Jul 22, 2013 5:28 pm
Forum: Bug Reports
Topic: elasticity at the mean
Replies: 19
Views: 33953

Re: elasticity at the mean

Hi there,
I need to obtain the coeffients elasticity but the option Scaled Coefficients doesn't exist in View Coefficient Diagnostics.
I have the eviews8
Could you give me some help on this?
thanks!
by zeca
Fri Jul 19, 2013 9:57 am
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

Re: fixed effects and clustering standard errors - dated pan

I'm not sure I understand. Is this previously defined variable that you are talking about the same as creating the dummy from the variable "cash dividend paid"? To remember this case: I'm using eviews to estimate a regression in which Leverage is the dependent variable and then I have 5 e...
by zeca
Thu Jul 18, 2013 4:52 pm
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

Re: fixed effects and clustering standard errors - dated pan

Hi, returning to this case after a break of some days, I have an additional question. In my equation I have to introduce a dummy (lets say "dividend") that is based on the "cash dividend paid". Dividend = 0 if the bank does not pay dividends and 1 if "cash dividend paid"...
by zeca
Wed Jul 10, 2013 12:08 pm
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

Re: fixed effects and clustering standard errors - dated pan

You're doing fixed effects on the crossid (banks?). Once you remove bank variation, there's no variation in the country. Another way of saying this is that your bankid and countryid variables are perfectly correlated. In fact i´m not doing fixed effects on the crossid but on period. But even withou...
by zeca
Tue Jul 09, 2013 6:24 pm
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

Re: fixed effects and clustering standard errors - dated pan

Q1. @expand(country, @dropfirst) Q2. That does robust clustered standard errors. Whether it is enough of not, only you can say. Q3. For almost all purposes, are the same as any other variable. I'm back because against all my expectations, when I run this equation eviews give me the error "near...
by zeca
Tue Jul 09, 2013 2:46 am
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

Re: fixed effects and clustering standard errors - dated pan

Q1. @expand(country, @dropfirst) Q2. That does robust clustered standard errors. Whether it is enough of not, only you can say. Q3. For almost all purposes, are the same as any other variable. Thanks for quickly reply and help! Q1: just to confirm, is it? book_lev c mtb(-1) profit(-1) size_ln(-1) c...
by zeca
Mon Jul 08, 2013 3:04 pm
Forum: Estimation
Topic: fixed effects and clustering standard errors - dated panel
Replies: 17
Views: 26115

fixed effects and clustering standard errors - dated panel

Hi, I'm working with a sample of the 100 largest publicly traded banks in Europe from 1996 to 2011 (a total of 1133 observations). Banks are from 25 diferent countries. I'm using eviews to estimate a regression in which Leverage is the dependent variable and then I have 5 explanatory variables (one ...
by zeca
Mon Jul 08, 2013 2:36 pm
Forum: Econometric Discussions
Topic: Clustered errors
Replies: 27
Views: 55663

Re: Clustered errors

I must admit I'm finding it difficult to follow the multiple conversations in this single thread. In general, one should create a new topic/thread, rather than hijacking an existing one, unless the comments pertain to the early discussion. On banking. How do you have the workfile structured? Thanks...
by zeca
Sun Jul 07, 2013 8:09 am
Forum: Econometric Discussions
Topic: Clustered errors
Replies: 27
Views: 55663

Re: Clustered errors

Hi, My sample have the 100 largest publicly traded banks in Europe from 1996 to 2011 (a total of 1133 observations). Banks are from 25 diferent countries. I'm using eviews to estimate a regression in which Leverage is the dependent variable and then I have 5 explanatory variables (please see attache...

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