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I also found that FGLS can take both heteroscedasticity and autocorrelation problems into account. But found that EViews does not allow estimating FGLS models as well :(

Hi there, Could you please help me. While estimating a panel model, I came up with an autocorrelation problem. From the ACF and PACF functions I see that the model contains both AR and MA terms. However, I found out that eviews does not allow including MA terms in estimation of panel. I am using Lea...

Thank you) I will look into econometrics textbooks for the theory of FE

Thank you, Gareth!

Hi there, 1. I have an unbalanced panel model and I need to check it for stationarity. So, I need to perform a Unit Root test. But I am a bit confused whether (1) I need to perform a panel unit root test separately for each variable I have in my model; or (2) I need to perform a kind of a combined p...

Hi there, I have a panel data where some of the variables are the same for each cross-section (the variable is a country gdp, and firms in this country represent different cross-sections) . As I understood, I need to copy the data on the common variable for each cross section. So that it looks like ...

Thanks!:) I will have a look.

Hi there, Could you pls help me with the following. I have a structured panel. And I would like to exclude some specific cross-sections for some of my regressions. At the same time I do not want to use if function, because I have 100 cross-sections and need to exclude only 2 of them. Is there is a w...

Thanks, Gareth!

Can EViews convert my panel into pool, adjust for seasonality and then convert back into panel, if my initial excel file was in the format I showed before?

p.s. I am using EViews8

Hi there, I am struggling with seasonality adjustment of panel data. I have a panel data file uploaded to EViews. Its structure is the following: variable1 variable 2 ... etc year1 quarter1 country1 year1 quarter2 country1 year1 quarter3 country1 year1 quarter4 country1 year2 quarter1 country1 .... ...