Thanks for the clarification. This is pretty helpful for me.
However, one final thing remains: Is it really true that Eviews estimates a single constant per equation? In other words, there are no fixed-effects estimated. Right?
Search found 1 match
- Thu Jul 05, 2012 3:44 am
- Forum: Estimation
- Topic: var/vecm with a stacked panel data set
- Replies: 10
- Views: 23818