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growth rate panel data serie

Posted: Mon Aug 04, 2014 8:46 am
by felix.casares
hi everybody, please help me.

i have a complete panel data for 4 company with monthly frequency. i usually estimate growth rate for time serie like this: log(y)= b0 b1*@trend; i want to estime b1 coefficiente for each company in data panel.

im doing log(y)= b0 b1*@trend in data panel but i cant get b1@trend for each company, please help.

regards,
Félix

Re: growth rate panel data serie

Posted: Mon Aug 04, 2014 9:03 am
by EViews Gareth

Code: Select all

log(y) c @expand(@crossid)*@trend
You can leave @crossid as is, or you can replace it with the name of your cross-section identifier series.

Re: growth rate panel data serie

Posted: Mon Aug 04, 2014 9:18 am
by felix.casares
Thanks alot; im estimate with fixed effecto for cross section, because if i estimate "none", growth rate doesnt correct.

Again thank you very much

Code: Select all

log(y) c @expand(@crossid)*@trend
You can leave @crossid as is, or you can replace it with the name of your cross-section identifier series.