Eviews 7 3-D Panel Data Estimate Equation

[edouard]

Hi,

Using Eviews 7

My dependant variable DYS is defined by 3 Criterias: Month / Country / Maturity corresponding to a 3-D Panel. My explanatory variables are: err cr infl fbcab fbggd fbgdppc

When I download my XLS file (attached), Eviews doesn't recognise the panel. I tried in Proc/Structure resize current page... to change the structure of my data for a Dated Panel: Date Series = Month / Cross section ID Series = country maturity. Eviews add me 625 observations.

However, when I try to do an estimate equation, there are no "Panel Options", coule someone explain me how to get this panel option in order to run a fixed effect panel test?

My XLS file is attached

Thanks

[EViews Gareth]

EViews only offers panel estimation options for two-dimensional panels.

It does not offer fixed effects etc.. for 3-D panels.


With regards to getting the data in properly, on "Step 3 of 3" during the open of the file, you can change the basic structure to Panel, and then enter the name of the two cross-sections and the date-series, and EViews will read it in as a 3D panel correctly (although that doesn't help you for estimation).