Dated Panel
Posted: Thu Feb 11, 2016 4:22 am
by stefanp
Hey guys,
I have a data panel workfile with x oberservations in t periods. I would like to add dummies for cross sections (region, sector). There combined in one identifier re_se
I dont know how to tell Eviews to generate dummies for all sectors in a region, e.g. re1_se1, re1_se2.
So far, I have
where %rr stands for all regions. However, i need to specify that the conditions holds for all values after re (i.e. _se1,_se2...). How do i implement this?
Re: Dated Panel
Posted: Thu Feb 11, 2016 8:21 am
by EViews Gareth
You'll have to describe the issue a bit more - it isn't clear how the data are currently structured. Perhaps post your workfile.
Re: Dated Panel
Posted: Tue Feb 16, 2016 12:52 am
by stefanp
As already pointed out, there are two identifiers in my dataset.
One identifier is country (country), e.g. UK, FR, DK etc. In The other identifier is sector (sector). Let me call the sectors for the sake of simplicity AA, BB, CC etc.
I can either use the two identifiers or merge them into one.
In the former case, I can refer to the identifiers in a loop as follows:
for %KK UK FR DK
genr c_{%kk}=0
next
and proceed separately for the sector identifier.
However, I dont know how to code the problem in case of one identifier (e.g. UK_AA, UK_BB, FR_AA).
Something like
for %KK UK FR DK
for %JJ AA BB CC
genr c_{%KK_%JJ}=0
next
next
Does not work. Any ideas?
Re: Dated Panel
Posted: Tue Feb 16, 2016 1:13 am
by EViews Gareth
Re: Dated Panel
Posted: Tue Feb 16, 2016 9:36 am
by stefanp
That was quick, thanks.
Code: Select all
for %KK UK FR DK
for %JJ AA BB CC
genr c_{%KK}_{%JJ}=0
next
next
-->works
I would like to proceed as follows:
Code: Select all
for %KK UK FR DK
for %JJ AA BB CC
genr c_{%KK}_{%JJ}=0
smpl @all if ident={%JJ}_{%KK}
next
next
However, I end up with an error UK_AA is not defined in "SMPL @ALL IF IDENT=BW_AA". The series "ident" contains the identifier (e.g. "UK_AA") at each point in time.
Re: Dated Panel
Posted: Tue Feb 16, 2016 1:43 pm
by EViews Gareth
Code: Select all
for %KK UK FR DK
for %JJ AA BB CC
genr c_{%KK}_{%JJ}=0
%ident = %jj + "_" + %kk
smpl @all if ident=%ident
next
next