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Merge dated paneldata in a gravity framework

Posted: Sat Jul 05, 2014 7:51 am
by Dde100
Hey,

For my thesis I'm using a gravity framework for 5 different countries, for which I have 5 different excel files.
For my main analysis, I need to merge these 5 files to run pooled regressions.
I used Eviews for all the files seperately and it works perfectly fine. For my research, I need to use the 'fixed effects' option.
Now I merged my 5 files in Excel and sorted them on importing country, however, now Eviews does not recognize it as 'dated panel' anymore.
It says its 'unstructered/undated' and when I click the 'dated panel' option, it says it has repeated values and does not let me continue.
I need the 'dated panel' recognition in order to use 'fixed effects' which is of vital importance in my gravity framework.
Is there any way around this? Do I need to merge it in a different way? Or do I have to code in the fixed effects manually?
I added my merged excel file for convenience.
Thanks in advance already for your help.

Cheers.

Re: Merge dated paneldata in a gravity framework

Posted: Sat Jul 05, 2014 9:12 am
by EViews Gareth
What are your panel identifiers?

Re: Merge dated paneldata in a gravity framework

Posted: Sun Jul 06, 2014 2:13 am
by Dde100
The cross sectional is: Importer.
The time variant is: year.

Importer is the country which imports from my 5 countries of interest.
Year is the years of interest to me. I think the problem lies in the fact that they overlap in the cross section.
Example:
I have multiple observations for Italy in 1980.

Re: Merge dated paneldata in a gravity framework

Posted: Sun Jul 06, 2014 8:32 am
by EViews Gareth
Yes. A panel has a unique observation for each cross-section/year combination. You do not have a panel.

If you just want to estimate with country effects, structure it as unstructured, then use @expand(industry, @dropfirst) as a regressor.

Re: Merge dated paneldata in a gravity framework

Posted: Mon Jul 07, 2014 1:42 am
by Dde100
Thanks! Works perfect now.

Re: Merge dated paneldata in a gravity framework

Posted: Mon Jul 14, 2014 7:01 am
by Dde100
Hey,
Can you maybe also tell me the command for random effects and the hausman test?
Again for the unstructured data I cannot really find that on the forums.
Thanks

Re: Merge dated paneldata in a gravity framework

Posted: Mon Jul 14, 2014 7:36 am
by EViews Glenn
Use the LS estimation method, with the "CX=R" option for random effects. From the dialog, use least squares and just look in the options tab for the effects settings. Once estimated, you'll have an option for the Hausman test as a view off of the equation.

Re: Merge dated paneldata in a gravity framework

Posted: Wed Jul 16, 2014 1:07 am
by Dde100
I don't really understand. I cannot really figure out where to put in the command 'cx=r'. I added a screenshot of what the options tab looks like for me. Where do I exactly put this command for the random effects in?
My panel data is unstructured/undated.

Re: Merge dated paneldata in a gravity framework

Posted: Wed Jul 16, 2014 8:29 am
by EViews Gareth
You do not have a panel.