EViews.com

Dear all,

I am performing some panel DOLS and FMOLS estimations in Eviews. However, I can't find any option in the Menu to include any time effect (or time dummies) or fixed effects (or country effects). Therefore, I have two questions,

1- Does Eviews only estimate the Panel DOLS and FMOLS regressions with the raw data (without any transformation)?

Or, if Eviews performs any transformation,

2- Which is it?

Kind regards and very much thank you in advance!

Time-dummies are not included by default, but depending on the settings that you choose, individual deterministic constants, linear and quadratic trends are removed first, or the models with deterministic components are estimated on individual cross-sections. You can add other additional deterministic regressors.

The documentation discusses in some detail.

http://www.eviews.com/help/helpintro.ht ... ls.html%23