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Hello

I am trying to estimate the economic significance of a number of coefficients estimated through a panel regression. Is there a way to do it in eviews (i.e. coefscale)? Thanks in advance.

Just a quick question regarding the two way cluster errors. In case that the estimation using cxwhite provides a warning message about estimated coefficient covariance matrix being of reduced rank should this pose a problem in the estimation of the two way cluster errors?. Thanks in advance. Best Ko...

Thanks a lot for the prompt reply.

Hello

I am trying to multiply two (very) large matrices (7000x7000 each) and the program stops working at that point. Is this a problem of my data (too large to handle) or I miss something? What is the maximum that eviews could handle (rowsxcolumns)? Thanks in advance.

Best

Kouvas

Thanks again for the prompt reply! :D
However, I tried to restructure the workfile and it removed only the first weekend it found but not the rest...Any solution to this? Thanks in advance.

Thank you very much for your prompt reply. Since my data are in 7-day format with NAs for weekends (dataset of stock prices) can I input the data as a 7 day week and then restructure the dataset as a 5 day week? In this case restructuring removes only the weekends? Thanks in advance.

Hello there

I have a question regarding the frequency of a workfile. Are there any differences in the way Eviews handles a dataset with dayly frequency and 5-day week and a dataset with daily frequency and a 7 day week with NA for weekends? thanks in advance.

I am trying to estimate an eigenvalue decomposition for Matrix A using the makepcomp command. However the eigenvectors (say vector M) and the eigenvectors (say matrix U) estimated do not give back the matrix A when I am trying to estimate UxMx@inverse(U). The commands I use are the following: A.make...

Thank you very much, the post clarifies the whole procedure, however, in some of the regressions I run the square root of the variances cannot be estimated due to having a negative number when calculating the sum of the variances of regs with clustering by firm and time and then subtracting the vari...

Hello there I am trying to estimate a regression with clustered standard errors by firm and time following the study of Thomson (2011). The author proposes a simple method by adding the estimated variances from a regression with errors clustered by firm and a regression with errors clustered by time...

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series ymeans = @meansby(y, @month)

Thanks a lot for the prompt reply, one question on this function: the resulting series will contain the mean for each month in a year or it will be the mean of the same month for all the sample (i.e. for al decembers).

Hello

I need to etimate a montlhy mean series (where the observations falling in a month take the value of the mean of this month) in a workfile containing daily observations. Is there any specific function to do that? Thanks in advance.

I think I found how to do it. Just a clarification..in order to estimate the firm-specific fixed effect should I add each member of the fixed effects vector to the overall coefficient? Thanks in advance.

It is an unbalanced panel

Hello I want to save the fixed effects of a panel regression that is estimated in a rolling period fashion. The problem is that the @effects function creates a table that drops some of the cross sections. Due to the fact that I need to assign the values to each cross-section I created a loop that se...