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Codes to run pooled regressions

Posted: Tue Oct 07, 2014 4:33 am
by Karthik
Hi,
I'm looking to run pooled regression using eviews codes for the following conditions.

Dependent variable: ret?
Common coefficients: c
Cross-section: Fixed
Cross-section specific coefficients: SPX
Balanced Sample: Y

I am able to control the first 3 conditions using eviews codes (ret?.ls(cx=f) c spx), but am not able to include the "Cross-section specific coefficients: SPX, Balanced Sample: Y" conditions. It would be great if you could help me with these. Thanks in advance.

Karthik

Re: Codes to run pooled regressions

Posted: Tue Oct 07, 2014 7:33 am
by EViews Gareth
Estimate one via the GUI first, then click on View->Representations to see the command line form.

Re: Codes to run pooled regressions

Posted: Tue Oct 07, 2014 7:42 am
by Karthik
Thanks a lot Gareth.. Much appreciated!

Karthik