Panel Data problems

[EsTiMa]

Hi all,
I have a panel data that I want to analyze and test for a cointegrating relationship. My data set consists of about 20 countries over a 30 year period(annual). I wanted to conduct Dynamic OLS and FM OLS regressions but when I input my data from Excel and go to the options menu for equation estimation the choice of "cointegrating regression" is gone. However,when I try to perform a similar regression with other example files I am able to do it without a hitch. In that case is there a problem with how Eviews imports the data from Excel?And if so how can I correct the problem?

[EViews Gareth]

EViews doesn't offer DOLS or FMOLS for panel data. It is likely that your other data set was not recognised as panel data, so EViews offered those estimation options.

[EsTiMa]

Are you sure? From what I gather Eviews 7.2 offers DOLS and FM OLS specifically for Panel Data. Are you saying that the DOLS and FM OLS can only be used for other type of series?

[EsTiMa]

In that case is there a way out? What other program could I utilize to perform DOLS and FM OLS for panel data?

[EViews Glenn]

http://www.estima.com/forum/viewtopic.php?f=8&t=734

I should also add that there is a discussion here...

http://forums.eviews.com/viewtopic.php? ... ion#p15707