Codes to run pooled regressions
Posted: Tue Oct 07, 2014 4:33 am
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
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