Producing Regression Equation without data for every month

[kjd31]

Hi,

Say I have explanatory variables A, B and C going back every month for 5 years. And that for A and C I have every data point (12 months * 5 years = 60 total). But for variable C say I only have the data for the past 2 years. Is it possible to estimate a regression function for the entire 5 year time period, despite the fact one of the variables only has data going back 2 years?

Thanks in advance.

[EViews Gareth]

No.