Panel Cointegration In Eviews 7 Serial Number >>> http://bit.ly/2fuLr6r
Combined Individual Tests (Fisher/Johansen). Forum LDVHAC 2010/09/14 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations. The Pedroni panel cointegration statistic is constructed from the residuals from either Equation(47.7) or Equation(47.8). Note R and the Forecast package are required for this add-in. By default, EViews reports the value based on MacKinnon-Haug-Michelis (1999) p-values for Johansens cointegration trace test and maximum eigenvalue test.. Here, we provide a brief description of the cointegration tests supported by EViews. Under the null hypothesis of no cointegration, the residuals will be I(1). Three levels of significance can be specified, as can the colours associated with each level of significance.
GetExchangeData 2011/02/08 Provides an easy way to download international exchange rate data into EViews. The Deterministic trend specification portion of the dialog specifies the exogenous regressors to be included in the second-stage regression. To match the settings in KCC, we set the Panel Method to Pooled, and specify the Fixed lags and leads, with 2 lags and 1 lead: Click on OK to estimate the equation using the default covariance method. and then selecting COINTREG as the Estimation Method. The Durbin-Watson statistic is not appropriate as a test for serial correlation in this case, since there is a lagged dependent variable on the right-hand side of the equation. Forum JennrichCorr* 2013/12/20 Calculates the Jennrich Correlation Equality Test. The Lag length section is used to determine the number of lags to be included in the second stage regression. Forum Croston 2016/05/25 Performs the Croston Method for intermittend demand forecasting.
704). The null hypothesis of the test is that there is no serial correlation in the residuals up to the specified order. Example. It is written solely for educational purposes. Forum Fama-Macbeth 2013/04/18 Performs Fama-MacBeth regression on a set of portfolio or asset returns and factors and returns summary results including the output of a simple cross-sectional average regression. EViews will display the results: Again, the top portion of the dialog shows the estimation method, sample, and information about settings employed in estimation. Alternatively, you may provide your own value by selecting User specified, and entering a value in the edit field. Forum RunsTest* 2015/04/30 Estimates the runs test (a.k.a. View a video of this FMOLS example. To match the KCC estimates, we click on Long-run variances: Options button to display the long-run covariance settings, and change the Kernel options by setting a user-specified bandwidth value of 6: Click on OK to accept the changes.