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There is an internal explicit error check which is being triggered which may not be necessary. I am investigating whether this may safely be modified.

[edit: to temper expectations, this may take a bit of time...]

Unfortunately, no.

GLM may be estimated but it doesn't use the panel structure. In your case, that's not an issue since you are handling the dummy variables yourself.

You are correct that GLM in a panel setting won't have the ability to handle cross-section dependence.

Sounds right. Though I think you might want to look at using GLM for this specification.

Sounds right.

The estimated sspace object is singular at the final values. I didn't delve too much into the specification, I don't think that your EMPG equation temporal disaggregation is working well.

You'll want to provide the date series too.

Anything nonlinear like this will require dummy variables, not demeaning. You don't have many and a reasonable T, I would just add them to the spec.

Binary estimation in a panel structured workfile is just pooled estimation obtained by stacking all of the cross-sections and performing the estimation. I am not sure of the rationale for transforming to a binary logit model. Unless you believe there is recording error, this would appear to throw aw...

It is impossible to answer this question with the information provided. A workfile with estimated objects would help.

Rob, I *believe* that there was some misunderstanding around Gareth's suggestion (not positive that I am understanding the discussion correctly, but at least that's my sense). Let me see if I can clarify with respect to IRFs and what you appear to want. In general, from the point-of-view of impulse ...

Unfortunately, at the moment those types of exogenous variables are not permitted. This is an active area of work and we hope to have something soon, but I'm sorry that we can't support you at the moment. Please let us know if you have additional features you would like.

In case anyone is coming on this thread now or in the future, note that EViews 12 has built-in wavelet tools.

Still not sure that I understand. What we are computing as residuals and using for residual-based statistics are (as we note in the docs): Of note are the residual-based statistics which employ the expected value of the residuals obtained by taking the sum of the regime specific residuals weighted b...

Sorry, didn't see this until now.

I'm not entirely sure what you are saying here. Sorry.