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See my posting of 10 June - can anyone help?

Many thanks. I think that answers the question for a single equation in panel but I cannot see how to apply it to a SYSTEM of equation within a panel. My three equation system is: dlnrrent=c(1)+c(2)*dlnrrent(-1)+c(3)*dlnrrets+c(4)*dlnsupply+c(5)*resr1(-1)+c(6)*avr(-1) davr=c(11)+c(12)*davr(-1)+c(13)...

Excellent - that was very helpful and I managed to do it easily and quickly. I also managed to do a system estimation and to work out under which settings the result is the same as the single equations in a pool. One question: in a pool estimation for a single equation, I can allow the cross section...

I have had a look at the online manual and I am guessing that there has to be an easier way to create a panel workfile than the one I have been trying (procs; restructure/resize current page). I have the data in pool format (variablename_area) for quarterly data (XXXXqy). So I can easily estimate a ...

I have a pool set (104 time series (c12 variables); 13 cross-section). I have estimated a system of three equations (with coefficienct constraints) for one of the time series (using an ECM approach). I have estimated three single equations for the pooled data. Is it (a) possible, and (b) possible in...