Please help a begginer with a panel data estimation

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marcos276
Posts: 1
Joined: Fri Jul 10, 2020 9:38 am

Please help a begginer with a panel data estimation

Postby marcos276 » Fri Jul 10, 2020 1:25 pm

Hi everyone, I´m new in this forum and I'm a begginer with eviews so I´m stuck with something that I guess is really simple and even after searching the net for several hours, I couldn't solve it.
I have a panel data with macroeconomic data for 9 countries during 40 quarters and I want to measure exchange rate pass through, so I want to estimate the following model:

Δ log_prices k,t = β0 + ∑_(j=0)^4 β1j ∆ log_exchange_rate k,t-j + + ∑_(j=0)^4 β2j log_gdp k,t-j + ∑_(j=0)^4 β3j log_foreign_prices k,t-j + ∑_(j=1)^4 β4j Δ log_prices k,t-j + Ꜫ kt

(In case it can't be seen well I attached and image)

The thing is, I'm very new in Eviews and I don´t know how to this properly, I tried with this estimaton:

d(log_prices) c d(log_exchange_rate) d(log_gdp) d(log_foreign_prices) d(log_prices (-1))

But I don´t have a clue of how and where I have to include the sum functions, if anyone could help me or give me a tip I would be very greatful.
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Please help a begginer with a panel data estimation

Postby EViews Gareth » Fri Jul 10, 2020 4:55 pm

Write out the sum manually.


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