EViews.com

Posted: **Fri Jun 04, 2010 3:06 am**

Hi,

I was wondering if anyone know how to run several time series regressions simultaneously in Eviews?

We have 370 time series below each other in Eviews that gives us a total of 101.000 observations. (With One dependent variable and six independent variables)

Instead of running 370 equations one by one I would like to do this only one time. One challenge is that each time series can have different number of observations.

Do anyone know how to do this?

Posted: **Fri Jun 04, 2010 8:02 am**

It really isn't clear what you're asking here. Do you just want to estimate one equation on all 101,000 observations?

Posted: **Fri Jun 04, 2010 8:38 am**

I'm not sure I understand the question either, but maybe this helps?

Suppose the variable equationNumber has the numbers 1...370 and identifies which observations are included in each equation. Then something like

Code: Select all

smpl if equationNumber = 1
ls y x
smpl if equationNumber =2
ls y x
...

EViews.com

How can I run several time series regressions simultaneously

How can I run several time series regressions simultaneously

Re: How can I run several time series regressions simultaneously

Re: How can I run several time series regressions simultaneously