Hi,
I have recently installed EViews 7.1 .i'd like to use cointegrated panel regression methods like FMOLS, DOLS and CCR in this version. However,
after creating pool data and selecting Quick/Estimate Equation/ COINTREG /FMOLS, i entered the name of the dependent variable-- "lnbank?" (lnbank_la, lnbank_washington, lnbank_newyork,.....it's variable name) in the edit field, the software showed "lnbank? is not defined".
i wonder if Cointegrating regression is not available for panels by eviews 7.1.
if available, how to enter the variable name?
if not availabe, how can i deal with FMOLS methods?
Hopping to hear from you soon,
Thank you in advance!
tomson.
about FMOLS
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EViews Gareth
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about FMOLS
Your first guess is correct: cointegrating regression is not available for panels. However I believe some of the panel method work cross-section by cross-section, which you could probably do in a program.
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