I am wondering if EViews 8 can perform bootstrapping with panel data. I don't yet have version 8, but don't see any such capacity in the online materials. I realize that these methods are still fairly new. The following seems like a good reference:
Di Lorio, Francesca and Fachin, Stefano, A Panel Cointegration Study of the Long-Run Relationship between Savings and Investments in the OECD Economies, 1970-2007 (February 1, 2011). Italy, Ministry of Economy and Finance, Treasury Working Paper No. 3. See SSRN: http://ssrn.com/abstract=1769554
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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