Std Errors in Panel Data & Simple Regression
Posted: Sat Jul 25, 2015 9:21 pm
Using Eviews 7 .
This question is related to http://forums.eviews.com/viewtopic.php?f=18&t=12735
The p-value on theta1 differ maybe because the std error in both models are different.
How do I make the std errors the same? I am very confused as to which coefficient covariance matrix to choose.
This question is related to http://forums.eviews.com/viewtopic.php?f=18&t=12735
The p-value on theta1 differ maybe because the std error in both models are different.
How do I make the std errors the same? I am very confused as to which coefficient covariance matrix to choose.