Estimating sub-samples within the sample
Posted: Tue Jun 05, 2018 3:24 am
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 the software to estimate only observations pertaining to industry X or Y within the sample I've uploaded) of if I have to split the sample in industries manually outside eviews (in Excel) and upload and estimate each of them individually. The later would take considerably more work, hence my asking this.
Thank you very much in advance!
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 the software to estimate only observations pertaining to industry X or Y within the sample I've uploaded) of if I have to split the sample in industries manually outside eviews (in Excel) and upload and estimate each of them individually. The later would take considerably more work, hence my asking this.
Thank you very much in advance!