Test of Homogeneity (Panel Data)
Posted: Thu Oct 02, 2014 11:00 am
Hello,
I am using Eviews 8 and estimating a panel cointegration model using DOLS ( pooled and grouped). I tried to run a hausman test in order to test for homogeneity of the panel and to assess the poolability of the panel, but I coudn't find where to add the random effects.
So my questions are:
- Can we conduct a Hausman Test on a DOLS equation?
- How can I test the homogeneity of the panel using the pooled and the grouped estimators?
Thank you very much,
SB
I am using Eviews 8 and estimating a panel cointegration model using DOLS ( pooled and grouped). I tried to run a hausman test in order to test for homogeneity of the panel and to assess the poolability of the panel, but I coudn't find where to add the random effects.
So my questions are:
- Can we conduct a Hausman Test on a DOLS equation?
- How can I test the homogeneity of the panel using the pooled and the grouped estimators?
Thank you very much,
SB