Testing the Presence of Fixed Period Effects

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

t_oskay
Posts: 4
Joined: Thu Dec 02, 2010 3:26 am

Testing the Presence of Fixed Period Effects

Postby t_oskay » Fri Dec 03, 2010 1:13 pm

I want to test my panel model for fixed period effects. I want to apply F statistics but I have a few question,

Initially I have some missing observations, so it's an unbalanced panel, does it matter for this test? (I'm not good at panel data, it's an urgent homework)

And I have read about this test in William Greene's book, in the example the formulation is not clear, it just shows the F statistic like "F(14,72)", and i couldn't apply it to my model, i didn't get how to calculate the degree of freedom.

My model is,

299 observations excluding missings
n=27
t=12

with 10 independent variables.

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests