Do you have a link to a good example since I´m a beginner at Eviews and I´m unable to find any programming posts that come close to what I´m trying to do.
Thanks a lot!
Search found 2 matches
- Sun Jan 12, 2014 12:04 pm
- Forum: Estimation
- Topic: Individual OLS regressions on a panel data set
- Replies: 3
- Views: 2616
- Sun Jan 12, 2014 5:12 am
- Forum: Estimation
- Topic: Individual OLS regressions on a panel data set
- Replies: 3
- Views: 2616
Individual OLS regressions on a panel data set
Hello everyone, I have a panel data set of a few hundred companies over a 10-year time-span. For my analyses I need to have the yearly regression coefficients and standard errors of each company. I have been manually performing individual OLS regressions of each company's weekly data and saving the ...