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Converting
Posted: Sat Jun 11, 2016 10:10 am
by drewesparon
Does anyone know how i can convert this dataset in eviews so that i can run an SUR regression in which the system has nine equations, corresponding to 1969–84, 1985–89, 1990–94, 1995–99, and 2000–2004, 2005-2009. The dependent variables are average growth rates of per capita real GDP. the estimation should look like this
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
im using eviews version 9.5
Re: Converting
Posted: Sun Jun 12, 2016 12:26 am
by drewesparon
Will someone please help me! Im really stuck on this..
Re: Converting
Posted: Sun Jun 12, 2016 12:32 am
by drewesparon
this forum is useless..
Re: Converting
Posted: Sun Jun 12, 2016 2:12 am
by EViews Gareth
You asked a question on a weekend...
Re: Converting
Posted: Mon Jun 13, 2016 6:21 am
by drewesparon
thanks, sorry for that. I really need some help though
Re: Converting
Posted: Mon Jun 13, 2016 6:30 am
by startz
Drop-and-drag the Excel file onto EViews, and walk through the dialog to tell EViews that you have a dated panel. Then setup a System and estimate by SUR. You can use the smpl command to control which observations are used for a particular estimate.
Re: Converting
Posted: Mon Jun 13, 2016 7:01 am
by drewesparon
i tried that and this is what im getting.. in the attatchment
Re: Converting
Posted: Mon Jun 13, 2016 7:08 am
by startz
Look at the picture you posted. It says the cross section identifier is year country. You want year to be the date identifier.
Re: Converting
Posted: Mon Jun 13, 2016 11:04 am
by drewesparon
Thank you for your reply but as i mentioned i want to run an SUR regression in which the system has nine equations, corresponding to 1969–84, 1985–89, 1990–94, 1995–99, and 2000–2004, 2005-2009. The dependent variables are average growth rates of per capita real GDP. The way the data is structured in the way you mentioned I will not be able to specify the model in
GDPPCG69 = C(1)+C(2)*LNIGDP74+C(3)*OPENNESS74 +C(4)*GKF74 +C(5)*GGFCE74 +C(6)*FRT74 +C(7)*CWC74 +C(8)*CREDITS74
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
GDPPCG04 = C(57)+C(58)*LNIGDP04+C(59)*OPENNESS04 +C(60)*GKF04 +C(61)*GGFCE04 +C(62)*FRT04 +C(63)*CWC04 +C(64)*CREDITS04
GDPPCG09 = C(65)+C(66)*LNIGDP09+C(67)*OPENNESS09 +C(68)*GKF09 +C(69)*GGFCE09 +C(70)*FRT09 +C(71)*CWC09 +C(72)*CREDITS09
I need to specify the model in a way the GDPPCG is the dependent variable in each equation. I hope it is clear what im trying to ask. thanks
Re: Converting
Posted: Mon Jun 13, 2016 11:08 am
by startz
It's not really clear. SUR requires that the errors in the equations are correlated between observations in the different equations. How does that work if one equation is for GDPPCG69 and another is for GDPPCG74 ?
Re: Converting
Posted: Mon Jun 13, 2016 11:21 am
by EViews Gareth
There's also the issue of more observations in some equations than others?
Re: Converting
Posted: Mon Jun 13, 2016 11:23 am
by drewesparon
The GDPPCG69 is the GDP per capita growth for all 44 countries in the first equation
The GDPPCG74 is the GDP per capita growth for all 44 countries in the second equation.. so on an so forth.. So each equation should have 44 observation. I thought that SUR requires different dependent variables in each equation.
Re: Converting
Posted: Mon Jun 13, 2016 11:30 am
by startz
That should work. I believe what you want is a workfile with the 9 variables (plus others) and a total of 44 observations. That may take a bit of work, but I suspect what you need to do is to create the time averaged variables in the workfile you have. Then copy them to a new page which will have only 44 observations per variable.
Re: Converting
Posted: Mon Jun 13, 2016 11:33 am
by drewesparon
Ok thanks but im not sure how to go about doing that :(
Re: Converting
Posted: Mon Jun 13, 2016 11:35 am
by drewesparon
Is it possible to help me create this?