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In that case is there a way out? What other program could I utilize to perform DOLS and FM OLS for panel data?

Are you sure? From what I gather Eviews 7.2 offers DOLS and FM OLS specifically for Panel Data. Are you saying that the DOLS and FM OLS can only be used for other type of series?

Hi all, I have a panel data that I want to analyze and test for a cointegrating relationship. My data set consists of about 20 countries over a 30 year period(annual). I wanted to conduct Dynamic OLS and FM OLS regressions but when I input my data from Excel and go to the options menu for equation e...

I will be estimating a panel data set of around 60 countries and I will be dividing the period into three decades(80s,90s, and 2000s) so as to see how the coefficient change given the different time periods. Are there tests that would help me validate the statistical significance of the results(give...