Correlation Matrix for Pooled Data

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arora
Posts: 2
Joined: Tue May 01, 2012 12:41 am

Correlation Matrix for Pooled Data

Postby arora » Tue May 01, 2012 1:09 am

Hi all,

I have a problem in calculating correlation matrix between variables for pooled data, since I found Eviews only enabling correlation matrix calculation between cross-section identifiers (e.g. _USA, _UK, _CHINA), not the variables. I've tried to comb the internet for a solution but found no related answer. It seems that many empirical journals already did it, so I thought it must be possible to do.
Can anyone help me with this? since I also have no idea about programming. Your help will be very much appreciated.
Thanks in advance :)

Oh, by the way I use Eviews 6.

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