EViews.com

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.

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

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

See the picture below, please.

Panel cointegrating regression support was added in EViews 8.

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