Panel Cointegration

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Panel Cointegration

Postby rose » Sun Apr 10, 2011 11:27 am

how i can run Fully Modified OLS and DOLS in Eviews.
Top
startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel Cointegration

Postby startz » Sun Apr 10, 2011 3:19 pm

First, type "fully modified" into the search box in the help system.
Top
rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Re: Panel Cointegration

Postby rose » Mon Apr 11, 2011 8:17 am

Than
Top
rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Re: Panel Cointegration

Postby rose » Mon Apr 11, 2011 8:21 am

there is one routine given by EViews Glenn to run Fully Modified OLS. but i cannot run that .

the lick is here
http://forums.eviews.com/viewtopic.php?f=15&t=921

how i will run this subroutine?
i have pasted these commands in the program and than tried to run this , but its not working .
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel Cointegration

Postby EViews Gareth » Mon Apr 11, 2011 8:21 am

You really need to be more specific. What version of EViews are you using? Is it up to date? What does "it is not working" mean?
Top
rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Re: Panel Cointegration

Postby rose » Mon Apr 11, 2011 9:24 am

I have Eviews 6. how i will run that program for the Fully Modified OLS. i have pasted that into program file and than tried to run it but not working
Top
EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Panel Cointegration

Postby EViews Glenn » Mon Apr 11, 2011 9:45 am

Comments with instructions on how to run the FMOLS program are provided in the program.

Note however, that running this program won't handle any panel issues. FMOLS is provided as a built-in feature of EViews 7, but it too doesn't yet handle panel structures in a meaningful way.
Last edited by EViews Glenn on Mon Apr 11, 2011 10:29 am, edited 1 time in total.
Top
rose
Posts: 8
Joined: Sun Apr 10, 2011 1:16 am

Re: Panel Cointegration

Postby rose » Mon Apr 11, 2011 10:14 am

How i will run that program
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests