Dummies in Panel Regression

[pcubaborda]

Hi,

I am using Eviews 7 and have a panel regression. I would like to estimate cross-section specific coefficients for the dependent variable x_it = alpha_i + beta_i*yt + e_it where y_t is a common covariate across cross-sections. I can do this using dummy variables for each cross-section, but would like to know if I can use the _? or ? shortcuts as in a pool workfile to identify the crossectional units. Basically I would like to do something like
x c yt*dummy_?, is this possible?

Thanks!

[EViews Glenn]

No, you'll have use @expand, as in

Code: Select all

y c x @expand(crossid)*z

where crossid is the cross-section identifier. A warning: @expand will create a dummy variable regressor for each cross-section unit.