I am working on unbalanced data in e-views 10, I am trying to apply Peterson (2009) or as you refer in your website and guide II as Petersen (2009) cluster by firm and year, I found a useful information in the following help link:http://www.eviews.com/help/helpintro.html#page/content/Regress2-Robust_Standard_Errors.html
but my questions are:
1- is this is available only in pooled data not panel data.
2- Could I use Period SUR (PCSE) method in stead as robust as I want to cluster by cross section only
3- If not, How could I convert my attached panel work file to pooled work file.
Thanks in advance
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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