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Hi,

I ran the Im-Pesaran-Shin individual unit root test for my (panel) variables.
I get insanely large W-stats for all of them, for example -248,579,613,373,436 (p-values are all 0, "of course")
Is this reason for concern?

Noone?

Ah I have found the reason! LIST2 is NA if fam=1 (no family firm in my sample is listed). Excluding it solves the problem. But does it induce an identification problem in my two equation system? My structural equations will be (w/o LIST2) 1) roa1_win c lev1_win (1/2)*lev1_win^2 ind1 size1_win age2_w...

Hi, I know this question has been posed a lot of times before, but the thing is that I cannot figure out which variables are colinear in my regressions. I tried to estimate these two equations: roa1_win c ind1 size1_win age2_win gr1_win risk1_win herf shceo tan_win list2 med_lev1 Sample: 2000 2012 i...

Thank you! So I'll just use the "Individual root - Fisher -ADF"?

Hi, I'm using EViews 7.2. I have found out that there is no built-in method to test/control for heteroskedasticity in panel data. But in when estimating, I can choose from some options under Coef covariance method (see picture). Doesn't that solve the problem? If yes, which option do I need to choos...

Hi, so I wanted to do and ADF/unit-root test on a series (which is part of a panel) in EViews 7.2, but the choices are not as in EViews 7.0, and neither are the outputs. The second picture shows the options that I get to choose from - which one is the ADF test? The first picture shows the output - l...

Will this add-in work with EViews 8 as well?

Hi, so I familiarized myself a little with the Hausman test and found out how to do it in EViews. But I can't seem to find out whether to use Fixed effects (assume Hausman test p-value =0) for cross-sections (will further call it CS), periods or both. What I did is: I estimated my model with CS rand...

Hi, I have created the following two simultaneous equations models (see the attached pictures). I think they should be exactly identified, I checked for rank and order condition. However, I am not sure, as this is the first time I do this. Could somebody please be so kind and check whether they are ...

Hi, I have a panel. I want to estimate a simultaneous equations model (2 equations) using 2SLS. My DV is ROA (performance), my IV is LEV (leverage), and vice versa in the 2nd equation. Both equations contain other variables such that they are identified. Now I want to divide the panel into quintiles...

We get asked questions on dummy variable creation in EViews fairly regularly, so I thought I'd write up a quick all-inclusive guide. Simple Dummies The easiest way to create a dummy variable is with the @recode function. @recode lets you specify a logical test, and the values a variable should take...

Hey, thanks for your suggestion. Unfortunately, this doesn't work. What the command does is create the median leverage for industry with the code 1 and for year 2000. I need the median for each industry, for each year. The variable that the median should be taken of: LEV1 Name of the year variable: ...

Hi, I have a panel in which I want to generate a new series. I have firm IDs as cross-sections, the panel is dated annualy. The panel looks appx. like this (of course more observations and years in the actual panel): ID YEAR INDUSTRY LEVERAGE MEDIAN LEVERAGE 1 2010 63 0.5 0.4 1 2011 63 0.6 0.5 2 201...

Isn't there anyone who can help? I'm sure this isn't done for the first time...

Thanks!