Panel data with three identifiers

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason

arpaial
Posts: 7
Joined: Wed Sep 23, 2009 2:49 pm

Panel data with three identifiers

Postby arpaial » Mon Jan 13, 2025 3:02 pm

Good Morning,
I need to work with a panel data with three digits (country, industry , time). I know that fixed effects are just cross section dummies and that I can use the command @expand(country) @expand(industry, dropfirst). But how I have to structure the database ? should the workfile be unstructured ? What next?

A practical suggestion will be highly appreciated
Alfonso Arpaia

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13455
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel data with three identifiers

Postby EViews Gareth » Mon Jan 13, 2025 3:44 pm

Depends on what you want to do with the data.
Follow us on Twitter @IHSEViews

arpaial
Posts: 7
Joined: Wed Sep 23, 2009 2:49 pm

Re: Panel data with three identifiers

Postby arpaial » Tue Jan 14, 2025 7:44 am

Thanks for your reply. I want to study the effect of R&D on productivity using data by industry, county and time.
Therefore I need to run a regression of the type

y(c,i,t)= a(c)+b(i)+g(t)+ B' TFP(i,c,t)+ u(i,c,t)

where a,b and g are fixed effect by country, sector and period
d is the coefficient capturing the effect of R&D on TFP.

I used intensively Eviews but never worked with three identifiers. Since the programme does not have a build in option I would need to estimate with LS with dummies . but I don't know how to set up the data base for this purpose
Thanks for your help

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13455
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel data with three identifiers

Postby EViews Gareth » Tue Jan 14, 2025 8:48 am

For running the simple regression, it doesn't really matter, so I'd just leave it unstructured.
Follow us on Twitter @IHSEViews


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 0 guests