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by economist.pk
Fri Aug 30, 2013 11:50 pm
Forum: Econometric Discussions
Topic: FMOLS EVIEWS 8
Replies: 10
Views: 15306

Re: FMOLS EVIEWS 8

Time dummies are not built into EViews 8. II believe that both Perron and Mark and Sul discuss this issue. Full reference please??? you mean Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand," Oxford Bulletin of Economics and ...
by economist.pk
Sat Aug 24, 2013 1:54 am
Forum: Estimation
Topic: Menu? Panel cointegration tests
Replies: 6
Views: 7565

Re: Menu? Panel cointegration tests

I want to test Panel Pedroni Cintegration test using E-views. I just want to that, is there any possibility of adding "Common Time Dummies" in cointegrating equation in Eviews 8?
by economist.pk
Sat Aug 24, 2013 1:48 am
Forum: Econometric Discussions
Topic: FMOLS EVIEWS 8
Replies: 10
Views: 15306

Re: FMOLS EVIEWS 8

Hi! Moderators and Other Forum Members.

I want to add common time dummies in FMOLS equation to account for cross section dependence. How I can add these dummies in model using Eviews 8? Please guide me

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