Hi!
I'm trying to estimate this equation in eviews 6.0 (it's a factor augmented panel regression):
Ajt=aj+b*Bj,t+c1,j*F1,t+c2,j*F2,t
I've created a balanced panel workfile of dimensions TxN and I don't know how to import data for the factors F1,t and F2,t since their dimension is Tx1 - they are the same for all cross-sections in a given year - but eviews automaticaly complets the data with N/A until its dimension becomes TxN. (I want to obtain cross-section specific coefficients).
Can anybody help?
Thank you!
Factor augmented panel estimation
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Factor augmented panel estimation
Create an annual page (i.e. not a panel page) in the workfile, put the data into that page, then copy it across to the panel. EViews will automatically fill in the cross-sections.
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gogusteriade
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Re: Factor augmented panel estimation
Thank you! I managed to do that, but I don't know how to estimate the equation imposing a homogenous coefficient on B and country-specific ones for the other variables. Is it possible to do that in eviews?
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