Panel data with trends

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weimag
Posts: 2
Joined: Wed Jan 09, 2013 7:46 am

Panel data with trends

Postby weimag » Wed Jan 09, 2013 7:56 am

Hi,

I am new to eviews and want to do a panel regression as below: (Thanks a lot for your help in advance!)

I have different countries data across certain period of time, and then I am using pool tool to run panel regression..By choosing fixed cross section effect I got different C for different section identifier (which in my case are countries..), I want to ask if there is a way to add a trend variable but allow it's coefficient to vary for different identifier ( countries in my case)?

For example, I have Australia, England, etc, can I have a independent variable like "@trend" one but estimate different coefficient before trend for Australia and England respectively?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Panel data with trends

Postby EViews Glenn » Wed Jan 09, 2013 12:12 pm

In the pool equation specification, put it in the cross-section specific variables list.


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