EViews.com

How can I do that?

Can i perform parameter stability test for panel estimates in eviews 6?

Thank you!

So if I run principal component analysis on the series in first differences (which are stationary), can I still use the principal components obtained as an estimation of the factors driving the initial series (in levels)? (i need to compare the factors driving the initial series to some actual macro...

In order to run principal component analysis on a set of variables (so i can estimate the unobserved factors driving them), do these variables have to be stationary?

I'm trying to estimate some unobservable factors driving a set of variables by means of first r principal components. I'm interested in the actual values of these components since I want to reestimate the initial equation with the estimated factors as additional regressors. But in the output obtaine...

Thank you! I managed to do that, but I don't know how to estimate the equation imposing a homogenous coefficient on B and country-specific ones for the other variables. Is it possible to do that in eviews?

Hi! I'm trying to estimate this equation in eviews 6.0 (it's a factor augmented panel regression): A jt =a j +b*B j,t +c 1,j *F 1,t +c 2,j *F 2,t I've created a balanced panel workfile of dimensions TxN and I don't know how to import data for the factors F 1,t and F 2,t since their dimension is Tx1 ...