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Dear all, I am actually struggling with a more or less simple problem I guess. From my OLS regression I obtained one-sided p-values. Now I want to calculated the associated Z-Scores (as the inverse standard normal value as in Excel below): Command in Excel: =STANDNORMINV(XX) Is there any function th...

I actually have a very similar problem.

Thank you for your help in advance.

Thank you for the reply. This is also what I was planing to do.
I am struggling though to create exactly this System with my panel data structure?
Do I have to restructure my Data into a pooled form?

Thank you again.

Dear all, I am not quick sure, whether this posts relate to rather to Data Manipulation or to Estimation. I am trying to estimate a 3SLS from panel data (EVIEWS 7) where my cross-sections (firms) are divided into different groups (industries). The idea is to estimate a 3SLS with a general variance-c...

I am using EViews 7 by the way

Dear Gareth / Glenn, I actually have a similar problem. I am trying to estimate a 2nd stage regression (meaning that my dependent variable is an estimated coefficient from single regressions). Hence, I would like to run a WLS regression with weights according to the estimation error (either t-values...

Dear Gareth,

it works !!! Thank you very much...

Best regards
Max

Dear Gareth,

yes, it actually does count the number of obs in each cross-section but I only want to count them based on a specific condition.

Excuse me for the confusion, I thought I start with the simple problem, but this does not really solve my issue.

Thank you again for the support.

Max

Dear Glenn, thank you for the quick reply!! But I do not think this will solve my problem. Although @obsid counts the number of the observation in each cross-section, I do not want to count each observation. This is also indicated in the example below, especially because I want to count only a speci...

Dear all, here's my problem I have been trying to solve for some time now. Maybe someone might be able to help: I have a panel workfile with different cross-sections. I want to to generate a count variable that indicates the number of observation of the cross-section. Here is my workfile structure: ...

Dear all, I am trying to estimate a single equation error correction model with 4 exogenous variables but I am unable to correctly formulate the estimation command: ∆I = a + β_0*∆X_t - β_1*(I_t-1 - β_2X_t-1 + ε_t 1) Should I start with a VECM and then reduce it ? or 2) Should I estimate a single equ...