EViews.com

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?

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

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?

I'm sorry but they are not available.

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?

Which papers?

Which papers?

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

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.