I was wondering if it is possible to structure a multidimensional panel dataset in Eviews 5.1
To clarify I will give an example of what I want to do:
My model is to regress some variables on productivity.
GDP(ijt) = constant + X(ijt) + errorterm(ijt)
where X is a vector of variables of country i, sector j at time t.
Initially I was planning to go for a regression for each sector individually with country cross-sections but my thesis co-ordinator thought doing one multidimensional panel regression would be better. I have not been able to find how I should structure this in the user guide, so my question is whether this is possible in 5.1, and where I can find information on how to do this in eviews.