about FMOLS

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ygbh2010
Posts: 2
Joined: Wed Aug 25, 2010 7:16 pm

about FMOLS

Postby ygbh2010 » Wed Aug 25, 2010 8:24 pm

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

about FMOLS

Postby EViews Gareth » Wed Aug 25, 2010 8:47 pm

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.

ygbh2010
Posts: 2
Joined: Wed Aug 25, 2010 7:16 pm

Re: about FMOLS

Postby ygbh2010 » Wed Aug 25, 2010 9:04 pm

thank you!! :)


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