Re.equation estimation

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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dan
Posts: 4
Joined: Fri Jul 10, 2009 5:12 pm

Re.equation estimation

Postby dan » Fri Jul 10, 2009 5:50 pm

Hello,

I'm new with Eviews but i've read fairly well about it already but i need assistance in respect of how to write equation using panel data. I'm conducting a research on ftse100 from 1998-2008 for five variables (1 dependent and 4 independent). I have 682 obs and a balanced data. I was able to generate an equation but specifically i could'nt include t and i which are time and cross sections as stated below or is it automatic? I'm not sure of the result i have generated.

Yit=Cit(1) + C(2)*X1it +C(3)*X2it + C(4)*X3it + C(5)*x4it +Uit


i will appreciate immediate response.

Thanks

Dan

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Re.equation estimation

Postby EViews Gareth » Fri Jul 10, 2009 9:50 pm

You don't need to specify the I or the t; EViews will do that for you.

dan
Posts: 4
Joined: Fri Jul 10, 2009 5:12 pm

Re: Re.equation estimation

Postby dan » Tue Jul 14, 2009 6:58 am

Thanks a lot.

Dan

dan
Posts: 4
Joined: Fri Jul 10, 2009 5:12 pm

Re: Re.equation estimation

Postby dan » Sat Aug 08, 2009 8:00 pm

Hello, please i need help as i'm using a balanced panel data to run a regression of ftse100 with 715 observations and 65 cross sections.

1. i want to run a simple hausman test to determine between fixed and random effects specification which is better for my data and how to confirm it on eview 5.0.

2. I read some guidelines on eviews and i try to run the hausman test using panel options under equation estimation but the results under various scenarios are confusing and the result without any specification appears also good. please how do i interpret the result in the panel or is there any way i can just view it?

Thanks

Dan


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