I am sending this message even though i am yet to get a reply on any of my post so far.
I am using the eviews7 version and i am trying to do an fmols estimation after confirming that my variables are cointegrated. The problem is that i get an error message each time i try telling me that the FMOLS is not supported with a panel workfile. This is rather strange because i have seen a number of studies that have done this estimation with panel data. I have seen posts here of people doing it with eviews6 also, even though their programme sounds complicated. Unfortunately the user guide of the eviews7 has an example of the FMOLS estimation but not with panel data, i have followed the same proceedure but it does not work with my panel still gives me the error message..I am tempted to break my sample and do the estimation in individual cross sections but that defeats the purpose of my study which takes advantage of the power of the panel dataset.
Pls i urgently need help as to how to do this. I need to either do an FMOLS or a DOLS, please any suggestions as to how to do this? :(
Thanks
Maryesther.