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I have to estimate a model that is developed based on a difference-in-difference approach with intercept and slope dummies included. Using dummies for 2 different regimes as well as their interactions, results to a vary large model and for the sake of parsimony I decided to downsize it since the the...

There is nothing built in to do it, no.

Thanks a lot!

I there any way of estimating a stepwise regression by simultaneously using the PCSE covariance method? In case that the standard errors are indeed biased and the selection of the variables of the stepwise reg is based on the p-values should I hypothiesize that the selection itself may be biased? If...

Thanks a lot for the prompt reply!!!

Is there any way to find the number of cross-sections for a sample in a panel worksheet with unbalanced data? Eviews reports the number of observations in the upper part near the sample but not the associated cross-sections. A simple way is to regress a key variable on a constant and from the reg wi...

Hello there I am trying to estimate a model using a large panel of firms (more than 500 with 4 years of available data) from different countries which probably has cross-section heteroscedasticity. In order to account for firm-specific heteroscedasticity should I estimate the model using GLS cross-s...