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Try @trend*@expand(country)

That will create a separate trend coefficient for each cross section ;)

Thanks!! This is what I meant.

Hi,

Is there some easy short-cut to add a different trend for each country/cross section in panel data analysis?

EViews doesn't export anything automatically, so you'd have to give an instruction to save a series. An EViews program to do this probably wouldn't be very hard.

Yes, thank you this worked (the simple write command was enough).

resid Sorry I should have clarified better. I want to access the residual outside the program without exporting. So I am asking if there is a file in the directory where the "resid" series is stored, so I won't need to separately export it, but only load it. I want to auto-export the resi...

I need to quickly export residuals of many different models. I would rather not go through the many windows to do this, but simply estimate a model and then directly load the residuals to a other program. Question: Is the residual series stored somewhere in eviews directory so that I can load it dir...

Well, yes, but I would like to do the same thing with an MA model and different combinations of AR and MA terms, then the solution involves solving difference equations which is a bit of a headache. Much easier to just constrict the parameters and estimate the model...

I estimated a model in eviews, but I want to tweak the parameters a bit to my liking prior to exporting the residuals. The model is the following simple AR-model: Y ar(25) And after estimation I have made the judgement that the estimation is biased and want to modify it so that the parameter is rest...

...

I should have specified that I am using panel data and GMM. There is no such option in the specification window for panel data.

Uncheck the box that says "Include Constant".

I don't think I saw such check box anywhere. In which page is it?

Difficult to answer the questions without specifying what you are aiming to accomplish. If you are trying to asses whether X follows from Y with granger causality then those series need to be stationary. Generally prices are I(1) and returns are I(0), and your results are kind of indicative of that ...

How can I remove the constant from the instrument list?

Estimate the equation including MA(1). Your "e" will be in the series resid.

Is there a way to restrict the MA(1) to have a coefficient of one?

Could you provide context?

Apologies if I wasn't clear, I would simply like to estimate the following equation:

Y = C(1)*X + e(-1) + e

Where e(-1) is the lagged error term and e is the error term. Similar to MA models which use lagged error terms as regressors

How can I use lagged values of the error term in an equation? I tried the most common letters like e and u, and they are not working.

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