Cointegrating regression for panel data

[myshkin]

Hello,

I have quarterly time series data for 291 cross sections with 40 observations for each cross section (overall 11640 obs).
I would like to build a FMOLS a DOLS models, but if I select Quick/Estimate Equation/Estimation Settings by rolling Method I can not find COINTREG method here.
When I use usual data without panel structure, I can choose COINTREG, but for these panel data I can not. Do you know why, please?
I am using Eviews 7.

Thank you for your response.

Marek Pecka, University od Economics, Prague.

[EViews Glenn]

What version of EViews are you using? I'm not certain what you mean by "rolling method".

[myshkin]

Sorry, I mean "scrolling list".
And I am using Eview 7.1.

See the picture below, please.

[EViews Glenn]

Panel cointegrating regression support was added in EViews 8.

[myshkin]

Oh, I didn't know.. Thank you.