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startz wrote:Use the smpl command. Something like

Code: Select all

smpl if industry="iron"


Wow that worked wonders! Thank you so much!!!

Hello everyone. I'd like to ask you one question regarding Eviews estimation. I'm estimating a panel data model with multiple firms from multiple industries and would like to estimate the model for each industry individually now. My question is if there's a way to do that in Eviews (meaning telling ...

Thank you Glenn! I then noticed from reading other reply of yours here in the forum that in fact the cross section estimators address clustering by time and period estimators address clustering by cross section, as you say. I have few time periods (12) and plenty of firms (over 2600), but I tested c...

I'm not sure what you mean by only one observation per firm-year (is it possible to have more than one?), but yes, each firm-year has one observation (although multiple variables). So you're suggesting I unstructure the dated panel? I had noticed that the results look pretty much the same in both wa...

Hello everyone, I was wondering if there's any way to change the range of data from the workfile read by eviews without having to open a new window and go through the process of importing the file again. For example, if I imported an excel file but eventually added another variable to it and would n...

The file is structured as panel. I don't quite undertand the first part of the question, so I send a snapshot of my data attached.

Regarding estimation, I intend on maybe using individual and time fixed effects.

The in built tools you mention for clustering by cross section or period are those under the "coef covariance method"? If not, where? And which would be more appropriate to achieve said clustering, since there are many options? Regarding the data, it's panel with over 2000 firms and 12 yea...

I'll wait!

Thank you Startz!

Thank you for the reply. That is indeed what I want, but when I attempted the estimation I noticed there are no options for it in panel data (dated panel, more specifically; if i use unstructured data, the options are there). Is there any reason why the options aren't available for panel data when e...

I couldn't find anything on the clustering I want to do with panel data. If it is there, could you please point it out to me? Thank you!

Anyone please?

Hello everyone! I'm using Eviews 10 for my dissertation in Finance and would like to ask you how I can estimate clustered standard errors (in my case, clustered by firm and year, since firms are my individuals and I'm using panel data) in Eviews 10, since I can't find how to in the options. Thank yo...

Could anyone help me?

Hello! I'm trying to grasp the settings that are available for Panel Data estimation in Eviews 10. Therefore, I'd really appreciate it if you could confirm and clarify some of my questions regarding each setting. 1) Effects specification - regular OLS, fixed effects and random effects Cross-section ...

I tried @expand(year) but it returns a "near singular matrix" error. Period fixed effects seems to be working! I went to the panel options tab, period and fixed effects, is it correct? I also wanted to estimate using the White or Huber-White Var/Covar matrix estimator to validate inference...