EViews.com

I estimate a panel regression with the following commands:
Cross ection: fixed
Period: fixed
GLS weights: period weights
Coef covariance method: White cross section
This always worked with Eviews5, but since today estimation, even re-estimation of already estimated models, is no longer possible.
Error warning: Cross-setion effects with period GLS weights are not allowed.

Hope that somebody can help me.
Kind regards
walt

I was surprised that you report that it worked in EViews 5 since that specification is problematic given our mean differencing algorithm.

I ran a quick check using an October 2007 build of EViews 5.1 and using a December 2004 build of EViews 5.0 and in both cases it does issue an error message. It is possible that a very early version of 5.0 did not perform the error checking.

You can estimate that model using the @expand to add the cross-section effects explicitly.

Great thanks for these extremely fast reply.
The problem puzled me: My co-author estimated with an old version of EVIEWS5, and it worked. I tried to re-estimate with EVIEWS6, that produced the error message. I installed an old version of 5, it run, but only until today - perhaps there was an uncintroilled automatic update?
Kind regards
walt

For what it's worth, there are no automatic updates for EViews 5.