Search found 17 matches

by LeonWalras
Sat Aug 09, 2014 10:20 pm
Forum: Econometric Discussions
Topic: Detecting multicollinearity from standard error?
Replies: 1
Views: 2356

Detecting multicollinearity from standard error?

Hello all, A question I wanted to ask is that how do you determine if a regression equation exhibits multicollinearity from the standard errors displayed? I'm inclined to say this regression is multicollinear because of the high R^2, but I don't know how to reach this conclusion using the standard e...
by LeonWalras
Sun Jul 27, 2014 10:19 am
Forum: Econometric Discussions
Topic: Could someone show how to arrive at the solution to these?
Replies: 5
Views: 4982

Re: Could someone show how to arrive at the solution to thes

Begin by writing down the formula for the t-statistic. That should get you the first couple of questions.
Got it. Thank you :)
by LeonWalras
Sun Jul 27, 2014 10:13 am
Forum: Econometric Discussions
Topic: Could someone show how to arrive at the solution to these?
Replies: 5
Views: 4982

Re: Could someone show how to arrive at the solution to thes

This looks like you're asking someone to do your homework for you. What have you done so far and where did you get stuck?
It's not homework, but questions from a past exam paper :). I'm mainly stuck on getting the standard error for a. I think I can work out the rest.
by LeonWalras
Sun Jul 27, 2014 6:17 am
Forum: Econometric Discussions
Topic: Could someone show how to arrive at the solution to these?
Replies: 5
Views: 4982

Could someone show how to arrive at the solution to these?

Questions (all) in the image below:

Thank you in advance :)
Leon
by LeonWalras
Tue Mar 18, 2014 2:45 am
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Re: Autoregressive process in eViews: How to do it? Etc...

I am not sure what you are doing exactly, but if you follow the steps as depicted in the picture attached then you should get the results. Otherwise, there might be a some sort of bug in the demo version.
Is it possible for you to attach the Equation file please?

Thank you
by LeonWalras
Tue Mar 18, 2014 2:44 am
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Re: Autoregressive process in eViews: How to do it? Etc...

Yes, I think there must be a bug in the demo version of eViews 8.0 because it is still not working for me: "Insufficient number of observations". I have done exactly as you have described, so there is a deeper problem.
by LeonWalras
Tue Mar 18, 2014 2:39 am
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Re: Autoregressive process in eViews: How to do it? Etc...

Thank you. Let me try this.
by LeonWalras
Tue Mar 18, 2014 2:10 am
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Re: Autoregressive process in eViews: How to do it? Etc...

Could you please post your workfile?
Yes, certainly.
by LeonWalras
Tue Mar 18, 2014 2:08 am
Forum: Estimation
Topic: Instrumental variable, Phillips Curve and eViews
Replies: 0
Views: 2196

Instrumental variable, Phillips Curve and eViews

This is hopefully the last question I'll inundate you guys with :). I have tried eViews but I do not think it is for me unfortunately. I want to estimate the following Phillips Curve using the Instrumental Variable method, pretending that real GDP (which is defined as the IV equations below) is the ...
by LeonWalras
Tue Mar 18, 2014 1:53 am
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Re: Autoregressive process in eViews: How to do it? Etc...

For a proper introduction to the software and basic understanding of its features, I suggest you to go over (at least the first few chapters of) EViews Illustrated and EViews Users Guide: 1) EViews does not have a function called "ln". You should use "log" instead. 2) I think ln...
by LeonWalras
Mon Mar 17, 2014 11:06 pm
Forum: Estimation
Topic: How to enter this equation into eViews 8.0?
Replies: 3
Views: 4577

Re: How to enter this equation into eViews 8.0?

Thank you for your help Gareth, but eViews continues to tell me that there are an "insufficient number of observations". I have also tried alternative routes and it tells me that c is "illegal". How exactly do I get around this?

Leon
by LeonWalras
Mon Mar 17, 2014 10:58 pm
Forum: Estimation
Topic: Autoregressive process in eViews: How to do it? Etc...
Replies: 9
Views: 8693

Autoregressive process in eViews: How to do it? Etc...

Hello everyone, I want to estimate this model assuming the errors are autoregressive of order 1. How exactly would I go about doing it on eViews 8.0? Furthermore, every time I enter this equation into eViews 8.0, I keep being told that eViews is "unable to normalize this equation". What do...
by LeonWalras
Mon Mar 17, 2014 8:17 am
Forum: Estimation
Topic: How to enter this equation into eViews 8.0?
Replies: 3
Views: 4577

How to enter this equation into eViews 8.0?

Hello everyone, I want to enter the attached equation into eViews 8.0 and I wanted to ask if I should treat the variables with "t-1" different from variables with "t" (for example, treating U_t different from U_(t-1))? Furthermore, if I wanted to test H_0: γ_2 = -pγ_1 (where &quo...
by LeonWalras
Sun Mar 16, 2014 3:36 am
Forum: Data Manipulation
Topic: Problem with eViews 8.0 (Syntax error)
Replies: 2
Views: 7167

Problem with eViews 8.0 (Syntax error)

I am currently working on a production function and did the following to transform it from a non-linear function to a linear function so that I could carry out an OLS: genr log_y=@log(y) genr log_k=@log(k) genr log_l=@log(l) genr log_m=@log(m) genr log_e=@log(e) I then entered: ls y k l m e However,...
by LeonWalras
Sat Mar 15, 2014 1:10 am
Forum: Data Manipulation
Topic: LM Test and Autocorrelation
Replies: 1
Views: 2864

LM Test and Autocorrelation

Hello all,

As some of you will be aware, I am new to eViews so I am still trying to get the gist of it. A question I wanted to ask for today is that how does one calculate the LM test for autocorrelation on eViews for a residual series?

Thank you very much in advance for your help.

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