Do Panel DOLS and FMOLS estimations include time dummies or any other effect?

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Reynaldo2007
Posts: 12
Joined: Sun Jan 17, 2016 7:21 pm

Do Panel DOLS and FMOLS estimations include time dummies or any other effect?

Postby Reynaldo2007 » Thu Dec 16, 2021 2:19 am

Dear all,

I am performing some panel DOLS and FMOLS estimations in Eviews. However, I can't find any option in the Menu to include any time effect (or time dummies) or fixed effects (or country effects). Therefore, I have two questions,

1- Does Eviews only estimate the Panel DOLS and FMOLS regressions with the raw data (without any transformation)?

Or, if Eviews performs any transformation,

2- Which is it?

Kind regards and very much thank you in advance!

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Do Panel DOLS and FMOLS estimations include time dummies or any other effect?

Postby EViews Glenn » Wed Feb 16, 2022 9:13 am

Time-dummies are not included by default, but depending on the settings that you choose, individual deterministic constants, linear and quadratic trends are removed first, or the models with deterministic components are estimated on individual cross-sections. You can add other additional deterministic regressors.

The documentation discusses in some detail.

http://www.eviews.com/help/helpintro.ht ... ls.html%23


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