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How to extract short-run coefficients of PMG estimator in Eviews 9?

Posted: Fri Apr 12, 2019 12:43 am
by lkjklhjkh
Hellow all:
I have some problem on PMG estimator in Eviews 9. Since it is too too too slow to do the regression in stata, expecial with a relative large panel data, I would like to move some work to Eviews 9. However, there are some problem that I can not figure out.

1. How to get the short-run coefficients?
After I finished the estimation, I want to extract the coefficients to a vactor. I use "@coefs" and succesfully get the long-run coefficients. But how to get the short-run coefficients by using code?

2. How to get short-run coefficients of every cross-section?
Indeed, I can check results of every cross-section with the help of "View->Cross-section Short Run Coefficients", but I want to extract them into a vactor with code. Is there any efficient way?

3. How to export my data into excel?
I know I can do it with the help of export button, but I don't know why my excel file can not be opened. It just keep showing that the file is broken.

Thank's for every help of my problem.