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.
For questions regarding programming in the EViews programming language.
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