Search found 2 matches

by jm856
Thu Feb 25, 2021 3:54 pm
Forum: Estimation
Topic: Panel PCA: How to apply Panel PCA?
Replies: 2
Views: 4621

Re: Panel PCA: How to apply Panel PCA?

Thanks alot for the help. I opened a single series and the option of panel principal components analysis appeared. But in that case it will not help me by applying on a single series. I have 10 institutions variables for 37 countries from 1984 to 2015. i want to make a composite index for institutio...
by jm856
Thu Feb 25, 2021 5:25 am
Forum: Estimation
Topic: Panel PCA: How to apply Panel PCA?
Replies: 2
Views: 4621

Panel PCA: How to apply Panel PCA?

I want to apply Principal Components Analysis (PCA) in Eviews on panel data. In Eviews, the option for PCA are different for time series data and Panel data. The help file of Eviews states that when you have panel data, then you should use the option of Panel Principal Components Analysis in Eviews....

Go to advanced search