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Thank you Mirza for your reply.
Can you plz tell if there is any plan for Add-on packages?

Hi,
As far as i know, can EViews estimate Hansen's (1999) panel threshold model and dynamic panel threshold models introduced by Bick (2010), Bick and Nautz (2008), and Kremer et al (2013)?

Hi, Can EViews 9 estimate the the Dynamic Common Correlated Effects Estimator Mean Group (DCCE), proposed by Chudik and Pesaran (2015) or the Common Correlated Effects Estimator (CCE MG) by Pesaran (2006) ? Similarly, EView 9 can only estimate the PMG (Pooled Mean Group Estimator (PMG, Shin et. al 1...

Thank you Glenn.

Thank you Glenn. with your codes, i managed to estimate year-wise regressions, cross-section regressions, cross-section average regression. All these results match with Stata output. However, for estimating time series average regression (that is taking average across each ID for each year; kindly s...

I have only "two" variables.

Dear Glenn,
No, i have a panel data set. I want to estimate those my models to see how the coefficient changes with respect to specifications.

Hi,
I would be grateful if someone can help me out.

Thank you.

Hi, I have a panel data with N=40, T=50. I want to estimate the following models: 1. For each country 2. For each year 3. Take average across T for each N. So, i will have 40 observations. Then i want to run a cross-section regression 4. Take average (for entire period) across N for each T. So, I wi...

Hi,
We can estimate PMG in EViews 9. How to estimate other estimators like Mean Group (MG) estimator and dynamic fixed effects (DFE)
estimator in EViews?

Help would be greatly appreciated.
Thank you.

Thank you Gareth for your reply.
Mathematically, it may take time.
I am interested to know how missing obs. are filled in practice, for the three conditions outlined above.
Thank you.

Okay. Thank.

Hello, There are some missing observations in panel data. How to fill in those observations: 1. If the data is missing either at the beginning or end of the series? 2. If the data is missing middle of the series? 3. Suppose the data is missing where the series at that position is clearly increasing ...

Hello, Can we apply panel time series techniques (like panel unit root tests, panel cointegration tests, Panel ECM, and panel causality test) to "unbalanced panel data" structure? IS IT NECESSARY THAT DATA SHOULD BE IN BALANCED PANEL STRUCTURE? A clarification would be greatly appreciated....

Thank you Gareth. That helped.