谢谢!!!!!给我信心了!!!我试验一下,结果如下
Dependent Variable: RER_? |
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Method: Pooled EGLS (Cross-section weights) |
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Date: 08/17/09 Time: 16:12 |
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Sample: 1980 2007 |
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Included observations: 28 |
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Cross-sections included: 41 |
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Total pool (unbalanced) observations: 1016 |
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Linear estimation after one-step weighting matrix |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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GDP_? | 0.352588 | 0.006184 | 57.01460 | 0.0000 |
OPENNESS_? | -0.190701 | 0.015286 | -12.47522 | 0.0000 |
CG_? | 0.609831 | 0.052082 | 11.70909 | 0.0000 |
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| Weighted Statistics |
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R-squared | 0.560467 | Mean dependent var | -1.348307 |
Adjusted R-squared | 0.559599 | S.D. dependent var | 0.890911 |
S.E. of regression | 0.500224 | Sum squared resid | 253.4773 |
Durbin-Watson stat | 0.225867 |
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| Unweighted Statistics |
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R-squared | 0.065857 | Mean dependent var | -0.738850 |
Sum squared resid | 261.5213 | Durbin-Watson stat | 0.103023 |
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另外我还有个问题, 我同样选择了fixed effect 包括 cross-section weights and none- cross-section weights....这样以来我一共出来了 4种回归结果,请问高手们 我应该选择哪一个回归重点在论文中论述呢?
最后,我想做ADF的unit roots的检验,可是我不懂 panel 回归的unit roots test (my eviews version is 6.0) ,能给讲讲我应该怎么做么 ????谢谢!!!!