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Thanks I have just tried to input the following command: ls return c cs-(i2/i1)*cd e-(i3/i1)*cd f-(c4/c1)*cd hc-(i5/i1)*cd i-(i6/i1)*cd it-(i7/i1)*cd m-(i8/i1)*cd o-(i9/i1)*cd t-(i10/i1)*cd u-(i11/i1)*cd bz-(c2/c1)*au cn-(c3/c1)*au ch-(c4/c1)*au gr-(c5/c1)*au hk-(c6/c1)*au in-(c7/c1)*au jp-(c8/c1)*a...

Hello, I am new to Eviews7 and doing regression on the model by Heston and Rouwenhorst (1994): R = α + β(i1) + β(i2) + γ(c1) + γ(c2) + e where i represents dummies for industry and c represents dummies for country. Since there is a problem of perfect multicollinearity, we have to impose the constrai...