SAS/Ets User's Guide 141. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1392 F Chapter 19 The PANEL Procedure Output continued Parameter Estimates Variable DF Standard Pr t Estimate Error t Value Intercept 1 .0001 lsales_1 1 .0001 lprice 1 .0001 lndi 1 .0001 lpimin 1 If the theory suggests that there are other valid instruments PREDETERMINED EXOGENOUS and CORRELATED options can also be used. References Arellano M. 1987 Computing Robust Standard Errors for Within-Groups Estimators Oxford Bulletin of Economics and Statistics 49 431-434. Arellano M. and Bond S. 1991 Some Tests of Specification for Panel Data Monte Carlo Evidence and an Application to Employment Equations The Review of Economic Studies 58 2 277-297. Arellano M. and Bover O. 1995 Another Look at the Instrumental Variable Estimation of Error-Components Models Journal of Econometrics 68 1 29-51. Baltagi B. H. 1995 Econometric Analysis of Panel Data New York John Wiley Sons. Baltagi B. H. and Chang Y. 1994 Incomplete Panels A Comparative Study of Alternative Estimators for the Unbalanced One-Way Error Component Regression Model Journal of Econometrics 62 2 67-89. Baltagi B. H. and D. Levin 1992 Cigarette Taxation Raising Revenues and Reducing Consumption Structural Change and Economic Dynamics 3 321-335. Baltagi B. H. Song Seuck H. and Jung Byoung C. 2002 A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model Econometrics Journal 5 480-493. Breusch T. S. and Pagan A. R. 1980 The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics The Review of Economic Studies 47 1 239-253. Buse A. 1973 Goodness of Fit in Generalized Least Squares Estimation American Statistician 27 106-108. References F 1393 Davidson R. and MacKinnon J. G. 1993 Estimation and Inference in Econometrics New York Oxford University Press. Da Silva J. G. C. 1975 The Analysis of Cross-Sectional Time Series
