FMOLS estimation

[mehdinemati]

Hi;
I estimated FMOLS for my model. I can get individual coefficients but not the individual t-statistics or standared errors in order to know that my coefficients are significant or not.
Does anybody knows how we can get that?

[EViews Glenn]

I don't understand the question. EViews FMOLS offers full coefficient covariance matrix estimation.

[mehdinemati]

I don't understand the question. EViews FMOLS offers full coefficient covariance matrix estimation.

my problem is that I cannot find t-statistics for individual countries in my panel. there is t-statistic for the panel and it is okay. after estimation of FMOLS for my panel, I can find individual coefficients from view -individual coefficients , but there is not any t-statistics for individual coefficients. Do anybody knows how we can get that?

[EViews Glenn]

I'm sorry but they are not available.

[mehdinemati]

I'm sorry but they are not available.

Most of the papers have individual coefficients and their significance level, Do anybody knows how we can get that?

[EViews Glenn]

Which papers?

[Juus]

Which papers?

for example:
http://dept.ku.edu/~empirics/Courses/Ec ... _jde04.pdf

[EViews Glenn]

In this paper, they estimated individual FMOLS equations for each cross-section, and a separate FMOLS equation for the panel. Note that the individual results are not based on panel estimates. You can estimate the individual FMOLS equations for each cross-section by setting a sample to include only that cross-section.