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Hi,

I'm relatively new to Eviews and panel regression. I have a dataset of 50 banks' daily stock returns from 15 countries. I want to set up a panel regression
1) regress banks returns on a set of country dummies
bank_ret d_usa d_che d_gbr etc. (no constant included to avoid dummy trap, hopefully?)
2) regress country average on a set of country dummies
bank_usa_ret d_usa d_che d_gbr etc. where bank_usa is average of all us banks

For now, I have data on the Excel columns (for each banks) and dates on rows.
I've read some posts and it seems like the way to do this is
1) import data and reshape it into panel setting
2) creating dummies using @expand() type of function when calling regression

Attached is part of the Excel data file I have.
Any input is greatly appreciated.
Thanks,

I managed to put data into Eviews panel structure file. However, I have no clue to continue. I need to create country dummies so that dum_USA = 1 and dum_? = 0 (with ?= other country names) for all US banks.
I also need to create a selected date series so that I will do regression based on a list of selected dates, not on the whole sample. Can you Eviews gurus help please?
1) create country dummies
2) group bank into country group
3) ols on the panel for all banks against country dummies
4) ols on the panel for country-averaged bank again country dummies
Thanks very much,