The RATS Software Forum

HI DR TOM ifollow your panel gmm code that i put bellow: open data cornwell&rupert.xls calendar(panelobs=7,a) 1976 data(format=xls,org=columns) 1//1976:01 595//1982:01 exper wks occ ind $ south smsa ms fem union ed blk lwage * set expersq = exper^2 * set dwks = wks-wks{1} set dlwage = lwage-lwag...

hi dear tom

i foundi several code from gmm panel but i want Blundell & Bond (1998) panel system code from you . please give me this type of panel gmm in rats .thanksssssssssssssssssssss

hi dear tom.

please help me. how i can calculate AIC test in panel method .please help me which part of your book .i can to search ?//please reply to me.

hi dear tom

i want give me example with code of unit root test of panel.i can not find this code inside of your examples of books.please help me.thankssssss

hi Dear Tom.
i bring for you the reference .thanks so much
Koop, Materov I.S., and Schmidt P.; “ On the Estimation of Allocative Efficiency in the Stochastic Frontier Production Model ”, Journal of Econometric, No , 19 .P.P.233-
238 ,2oo3.

i am trying to estimate allocative efficiency by kopp method.for this reason i need to to estimate the a Cobb-Douglas Production Function by Corrected Ordinary Least Squares(COLS) and but i need to get allocative efficiency by kopp method ,can you give me the related cod about both allocative effici...

hi dear tom:

i am trying to estimate the a Cobb-Douglas Production Function by Corrected Ordinary Least Squares(COLS).can you give the related code? thanks dear . i waiting for your reply as soon as. thanks dear.

hi tom. my problem is same behnam problem . if i do swamy -random coefficients estimator in panel data. i am doing to model of panel and another pooled method. i find to two problem like hetroskedasticity and serial correlation .which coding can solve both these problems ? is it possible i used swam...

hi dear .

i am searching the code of white heteroscedasticity test for pooled cross -section.i need give me this code. l thought the other type of heteroscedasticity test .thankss.

thanks so much dear tom . i follow your commend then the program is running now.

thanks full dear .i follow program of panel data with Housman test but i have found problem in open data and when i open data ,give to me this errors ## SX7. ( Must Follow Immediately After Function Name >>>> 1374:1 1392:1 inv <<<< i need to help me how to make correct this errors. i attached my pro...

hi , i am using panel data method. i need to some programming like pool ability test or F-limer for to determine there is panel data or no .i find out the panel data,random effects ,hausman test ,breusch-pagan random. please guide me about the which is the proggimg of pool ability test and panel dat...

Hi,

i am doing to estimate Translog cost functions by SUR method.is it available special code of SUR method in rats software ? -is it possible using the SUR in VAR method ??
thanks so much

hi dear tom. i read the article of cushman and zha(1997).but i cannot understand how organized matrix as below.that means how put the d11 and b11. this coefficient how organized inside this matrix.thanks estimate * compute y2m2=%xsubmat(%sigma,nvari+1,nvar,nvari+1,nvar) dec packed c(nvaro,nvaro) non...

if my model is over identified in svar method ,is it possible monte svar give me chi-square and significant level?because when i estimate model , give me results of there is no convergence. now i am confuse about the convergence i donot know should there is convergence or no convergence ?is there an...