我最近刚开始学习用EViews进行面板数据分析,看到一篇论文就照着上面的数据处理,但是遇到几个比较很大的问题,首先是得到的参数和原论文的结果完全不同,此外注意到原论文中没有提及单位根检验以及协整检验, 我对数据进行单位根检验时发现两组数据均是二阶单整的,不知后继该如何处理了,也不知回归分析的结果的可信度(是否是伪回归?).现将我自已算得的结果放在下面,原论文在附件中,请各位高手指点指点.不胜感激! (如果可以还请帮我验证一下, 因为我是自学, 身边也没有人可以讨论一下, 完全依赖各位高手了{:soso_e113:})
原论文:

Dependent Variable: X?
Method: Pooled EGLS (Cross-section weights)
Date: 09/14/11 Time: 19:54
Sample: 2000 2007
Included observations: 8
Cross-sections included: 25
Total pool (balanced) observations: 200
Linear estimation after one-step weighting matrix

Variable Coefficient Std. Error t-Statistic Prob.

C 162.8890 35.37697 4.604379 0.0000
SH--YSH 0.214121 0.018013 11.88701 0.0000
NB--YNB 0.089647 0.002895 30.97043 0.0000
GZ--YGZ 0.181923 0.003009 60.45486 0.0000
TJ--YTJ 0.147486 0.008450 17.45492 0.0000
QD--YQD 0.142403 0.004069 35.00100 0.0000
DL--YDL 0.134913 0.005080 26.55588 0.0000
QHD--YQHD 0.025617 0.001603 15.98068 0.0000
SZ--YSZ 0.298040 0.012666 23.53059 0.0000
SUZ--YSUZ 0.249512 0.009697 25.73184 0.0000
NJ--YNJ 0.322971 0.059983 5.384413 0.0000
ZS--YZS 0.025982 0.001000 25.97966 0.0000
RZ--YRZ 0.034136 0.001819 18.76488 0.0000
NT--YNT 0.127427 0.008331 15.29493 0.0000
YK--YYK 0.036796 0.000806 45.67697 0.0000
FZ--YFZ 0.110902 0.030969 3.581065 0.0005
LYG--YLYG 0.050406 0.002130 23.66333 0.0000
ZHJ--YZHJ 0.114539 0.007260 15.77604 0.0000
XM--YXM 0.135645 0.009784 13.86372 0.0000
ZHJI--YZHJI 0.111773 0.005315 21.03132 0.0000
YT--YYT 0.361718 0.015905 22.74255 0.0000
ZH--YZH 0.191283 0.034383 5.563278 0.0000
WZ--YWZ 0.430524 0.052019 8.276364 0.0000
HK--YHK 0.140098 0.013971 10.02807 0.0000
FC--YFC 0.040220 0.003231 12.44978 0.0000
ST--YST 0.396047 0.015996 24.75988 0.0000
Fixed Effects (Cross)
SH--C -12.83042
NB--C -86.37492
GZ--C 313.6468
TJ--C 48.88465
QD--C -263.3385
DL--C -267.4200
QHD--C -139.2234
SZ--C 203.9599
SUZ--C 778.6290
NJ--C -957.9445
ZS--C -120.9760
RZ--C -21.11906
NT--C 197.2150
YK--C -66.54197
FZ--C 624.1427
LYG--C -5.344114
ZHJ--C 77.89795
XM--C 119.3748
ZHJI--C -22.49385
YT--C 71.61887
ZH--C -147.8475
WZ--C 182.2265
HK--C -126.9532
FC--C -142.9443
ST--C -236.2443

Effects Specification

Cross-section fixed (dummy variables)

Weighted Statistics

R-squared 0.998339 Mean dependent var 3417.843
Adjusted R-squared 0.997796 S.D. dependent var 2372.194
S.E. of regression 153.6626 Sum squared resid 3541827.
F-statistic 1839.803 Durbin-Watson stat 1.825190
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.994920 Mean dependent var 1640.236
Sum squared resid 3541827. Durbin-Watson stat 1.275641