Time regression and companies

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Veritas
Posts: 2
Joined: Fri May 09, 2014 12:01 pm

Time regression and companies

Postby Veritas » Fri May 09, 2014 12:08 pm

Hi,

I am fairly new to Eviews and statistics, however I have an assignment which is due next week. I received data from various companies in the United States.
I have one dependent variable and various independent variables. The time frame is 10 years and the data is monthly organized.

In each tab in Excel I have one company, which is in total 50. However, when I do a regular OLS my coefficients are all over the place, which makes it hard to compare it to each other. So I need to control for time and companies. Does anyone have an idea how to do this? My model looks like this:

Dependent variable= B0 + B1variable+ B2variable+B3variable

Thanks in advance,

EDIT: so to make things a little bit more clear. For company A, I get for B1variable a coeffcient of -0,03894 and for company B I get 15.4984 for company C -43.984 etc. This makes it hard to compare it with each other.

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