Eviews: Ebook, Users Guide, Lecture Notes, Discussion

如何运用Eviews进行脉冲响应？十万火急！！

Using SAS,Stata,Lim.... panel data[长]

Linear Regression Models for Panel Data Using SAS, STATA, LIMDEP, and SPSS

Hun Myoung Park

Winter 2005

Table of Contents

1. Introduction
   • 1.1 Data Arrangement
   • 1.2 Fixed Effect versus Random Effect Models
   • 1.3 Estimation and Software Issues
2. Least Squares Dummy Variable Regression
   • 2.1 Model 1 without a Dummy Variable
   • 2.2 Model 2 with a Dummy Varialbe
   • 2.3 Visualization of Model 1 and 2
   • 2.4 Alternatives to LSDV1
   • 2.5 Estimating Three LSDVs
3. Panel Data Models
   • 3.1 Functional Forms and Notation
   • 3.2 Fixed Effect Models
   • 3.3 Random Effect Models
   • 3.4 Hausman Test: Fixed Effects versus Random Effects
   • 3.5 Poolability Test
4. The Fixed Group Effect Model
   • 4.1 The Pooled OLS Regression Model
   • 4.2 LSDV1 without a Dummy
   • 4.3 LSDV2 without the Intercept
   • 4.4 LSDV3 with Restrictions
   • 4.5 Within Group Effect Model
   • 4.6 Between Group Effect Model: Group Mean Regression
   • 4.7 Testing Fixed Group Effects
   • 4.8 Summary
5. The Fixed Time Effect Model
   • 5.1 Least Squares Dummy Variable Models
   • 5.2 Within Time Effect Model
   • 5.3 Between Time Effect Model
   • 5.4 Testing Fixed Time Effects
6. The Fixed Group and Time Effect Model
   • 6.1 Least Squares Dummy Variable Models
   • 6.2 LSDV1 without Two Dummies
   • 6.3 LSDV1 + LSDV3
   • 6.4 LSDV3 with Two Restrictions
   • 6.5 Two-way Within Effect Model
   • 6.6 Using the TSCSREG and PANEL Procedures
   • 6.7 Testing Fixed Group and Time Effects
7. Random Effect Models
   • 7.1 The One-way Random Group Effect Model
   • 7.2 Estimations in SAS, STATA, and LIMDEP
   • 7.3 The One-way Random Time Effect Model
   • 7.4 The Two-way Random Effect Model in SAS
   • 7.5 Testing Random Effect Models
   • 7.6 Fixed Effects versus Random Effects
   • 7.7 Summary
8. Poolability Test
9. Conclusion
10. Appendix
11. References

This document summarizes linear regression models for panel data and illustrates how to estimate each model using SAS 9.1, STATA 9.0, LIMDEP 8.0, and SPSS 13.0. This document does not address nonlinear models (i.e., logit and probit models), but focuses on linear regression models

Linear Regression Models for Panel Data Using SAS,

STATA, LIMDEP, and SPSS

Hun Myoung Park

Linear Regression Models for Panel Data Using SAS, STATA, LIMDEP, and SPSS (PDF)

his document summarizes linear regression models for panel data and illustrates how to

estimate each model using SAS 9.1, STATA 9.0, LIMDEP 8.0, and SPSS 13.0. This document

does not address nonlinear models (i.e., logit and probit models), but focuses on linear

regression models.

1. Introduction

2. Least Squares Dummy Variable Regression

3. Panel Data Models

4. The Fixed Group Effect Model

5. The Fixed Time Effect Model

6. The Fixed Group and Time Effect Model

7. Random Effect Models

8. The Poolability Test

9. Conclusion

[此贴子已经被作者于2007-6-7 5:21:55编辑过]

怎么下载不了阿？ 同志们，你们辛苦了，可是这也是为学术做贡献啊，能不能摆脱大家共享一下啊，都是做学问的阿 ？

非常感谢！

[em01]

谢谢楼主，很有用

謝謝樓主的分享

hanszhu 发表于 2006-9-26 09:55
[下载]高清晰PDF版《计量经济分析方....VIEWS应用及实例》[长]

谢谢！学习。