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I've estimate STAR models for time series in Eviews before using a simple programme.

Does a comparable programme exist "off the shelf" for estimating panel STAR models?

John

I have emailed the file.

I can provide the workfile- can I upload it somewhere or should I send it via email?

PS: I notice that if I estimate with regular or HAC standard errors the problem doesn't exist, but if I estimate with white standard errors, I get the "near singular matrix" message.

I have estimated an equation using OLS, and I can then view the variance-covariance matrix by clicking on the "View" button and then selecting the "variance-covariance" option. However, when I try to use this in a programme I come across a problem. Specifically, when I run the li...

Is there a programming command to retrieve the estimated values for fixed effects from an equation object?

Is there a command which resizes the range of the workfile to whatever the current sample is?

Eviews has the command @mean which return the mean of a vector / variable. Eviews has a menu-based way to calculate the Jarque Bera statistic (or better still in my case, it's p-value) for a given vector/variable. Is there a command similar to @mean which will return either the JB stat or the test s...

I have accquired a dataset in very raw form. It is structured with five series containing: country, year, variable name, value and data vintage. The dataset is unbalanced, in the sense that if there is no data for a particular country in a certain year, the dataset contains to reference to it. I wou...

Suppose I have five variables: a,b,c,d and e. I want a command which for any given observation, returns the max of the values of a,b,c,d and e. The @max command returns the highest value of a single variable over a specified time period, but I want to max "the other way"- i.e. across varia...

I have two workfiles- A contains pages numbered from 1 to 10; B contains pages numbered from 11 to 20.

What lines of code do I need to copy/read pages 11 to 20 into file A?

For clarificaiton- I am looking for an appropriate line or two for my programme- rather than a menu based solution.

I am trying to read data in from excel (each row is a country, each column is a quarter) I can read the numbers in OK, but I need to find a way to tell eviews that the top row contains the quarters of the observations (1990Q1, 1990Q2, etc etc). I need to use this date information to tell eviews when...

If I type smpl @otod(@ilast(x)) 2010Q4, I still get the illegal date message!

I have a dated, quaterly workfile. I want to use the "smpl" command to make my sample start at the last non-missing observation of a variable x. Using @ilast(x) gives me the observation ID, rather than the date of the observation. Typing "smpl @ilast(x) @end" therefore yields an ...

Hi, I am trying to write a programme which, amongst other things, uses Baxter-King and Christiano Fitzgerald filters to detrend data. On Eviews 5 there was a command called "bpf" which seemed to do the trick, but now I am using eviews 7. I know that both types of filters are available via ...