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I'm a little bit late but thanks so much Gareth. I have an other question: how can I perform a bai-perron test for each ols equation in eviews 7.1? If I write For %j a sd us uk it eu15 cn nd fn jp ger equation eq0_{%j}.ls inflpd{%j} c inflpd{%j}(-1) eq0_{%j}.baiperron next I only get a bai-perron te...

Hi, I’m writing my first program and I have some difficulties with a very simple thing. I want to run a gmm regression for different countries: us uk eu15 eu17 jp ger au . I set my gmm equation and I would like to obtain different gmm estimate , one for each country . I have a list of series ,in thi...