Thanks for this video. It’s insightful. How do you take first difference in eviews for second generation unit root. Secondly, if you have cross section dependency problem and the instructions in this video is followed for correcting it, is it the corrected version you report in your article?
Hi, what if one is using Panel ARDL-ECT with DFE? as ARDL (2 2 2 2 2 ), does one need to use xtpmg+dfe first to run this estimated model and to generate first residuals? And then use these residuals in xtcd? I see that many people use as an example xtreg + fe, but, not everyone is using linear fixed effects models, or that does not matter for CD tests?
I have a deadline in my head for my thesis but by this deadline, my cross-section dependent was coming up which jeopardized my overall analysis. And I was searching like crazy for a solution. Even without getting a solution, I decided to change the topic. But fortunately, your video saved me
Sir please guide me in one paper he writes the CD test , Corr , abs corr and Im-Pesaran-Shin test for level in data table but in result Breusch Pagan LM, Pesaran Scaled LM and Pesarean CD test. please guide about it. thank you in anticipation
This is something I've been looking for like crazy on the internet. Many many thanks SIR!
Thanks for this video. It’s insightful. How do you take first difference in eviews for second generation unit root.
Secondly, if you have cross section dependency problem and the instructions in this video is followed for correcting it, is it the corrected version you report in your article?
An otherwise relatively complex procedure rendered in very plain and easy to comprehend language
Hi, what if one is using Panel ARDL-ECT with DFE? as ARDL (2 2 2 2 2 ), does one need to use xtpmg+dfe first to run this estimated model and to generate first residuals? And then use these residuals in xtcd?
I see that many people use as an example xtreg + fe, but, not everyone is using linear fixed effects models, or that does not matter for CD tests?
I am sure you will love it🙏👍,
Let me know in the comment section, what you learnt from the video✨✨
I have a deadline in my head for my thesis but by this deadline, my cross-section dependent was coming up which jeopardized my overall analysis. And I was searching like crazy for a solution. Even without getting a solution, I decided to change the topic. But fortunately, your video saved me
A simplified explanation of cross-sectional dependence test and how to rectify it.
Sir please guide me in one paper he writes the CD test , Corr , abs corr and Im-Pesaran-Shin test for level in data table but in result Breusch Pagan LM, Pesaran Scaled LM and Pesarean CD test. please guide about it. thank you in anticipation
Which version of eview you have applied