Multi period Logit Model - T. Shumway(2001)
Posted: Wed Sep 08, 2010 12:30 pm
by eike
Dear everybody,
the issue is closed, thanks!
Re: Multi period Logit Model - T. Shumway(2001)
Posted: Fri Sep 10, 2010 11:58 am
by EViews Glenn
There isn't an easy way to do this correction. For example, for the t-stats of the coefficients you'll have to compute the p-values for statistics yourself, using the @tdist function and the corrected d.f. In general, all EViews routines which compute p-values will have to be adjusted. Note that some of the routines are going to assume a lack of correlation which is potentially an issue.