panel data and dummies

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

panel data and dummies

Postby georgia » Wed Jul 11, 2012 9:52 am

Hi! I have data for 10 years (different firms) from 1996 until 2006 in total 2454 observations. I would like to ask how can I insert panel data in eviews 7. Firstly I balance my data ( I create all the years athough I have no data for all of the years. Then I create a workfile with the option Balanced panel and I select start date 1996 and end date 2006. In the cross section option should I put the numbers of the firms? Then I want also put a dummy, could you please tell me how can I put a dummy for panel data and If I have to select a spesific option for these?
Thank you in advance!

EViews Gareth
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Re: panel data and dummies

Postby EViews Gareth » Wed Jul 11, 2012 9:56 am

http://forums.eviews.com/viewtopic.php?f=7&t=74

Dummies in panel data are done in the same way as in non-panel data.
http://forums.eviews.com/viewtopic.php?f=4&t=3840

georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

Re: panel data and dummies

Postby georgia » Wed Jul 11, 2012 10:18 am

My data have the same format like the first spreadsheet in the examples above. There is no data for all the years, do you know if it is needed to create all the years to insert the data by this way??

Thank you for your answer!!

EViews Gareth
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Re: panel data and dummies

Postby EViews Gareth » Wed Jul 11, 2012 10:23 am

It does not need to be balanced, no.

georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

Re: panel data and dummies

Postby georgia » Wed Jul 11, 2012 10:43 am

Do you know where I can select the option year fixed effects and industry and year fixed effects?Thank you!

EViews Gareth
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Re: panel data and dummies

Postby EViews Gareth » Wed Jul 11, 2012 10:55 am

On the Panel Options tab of the estimate dialog. User Guide II has more details.

georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

Re: panel data and dummies

Postby georgia » Wed Jul 11, 2012 11:06 am

it refers to an option pool estimation but i can not find it. If you know, let me know.
Thank you very much for the help!!

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: panel data and dummies

Postby EViews Esther » Wed Jul 11, 2012 2:18 pm

User Guide II has more details.
Attachments
example.PNG
example.PNG (159.65 KiB) Viewed 12176 times

kellynguyen
Posts: 1
Joined: Sun Jul 15, 2012 1:13 pm

Re: panel data and dummies

Postby kellynguyen » Sun Jul 15, 2012 3:03 pm

Hi! I have data for 10 years (different firms) from 1996 until 2006 in total 2454 observations. I would like to ask how can I insert panel data in eviews 7. Firstly I balance my data ( I create all the years athough I have no data for all of the years. Then I create a workfile with the option Balanced panel and I select start date 1996 and end date 2006. In the cross section option should I put the numbers of the firms? Then I want also put a dummy, could you please tell me how can I put a dummy for panel data and If I have to select a spesific option for these?
Thank you in advance!
HI, I have a similar problem of observing 10 years data for 120 funds. HOw to make a workfile for it. Could you anyone please help? thnx
Attachments
Book1.xlsx
(18.56 KiB) Downloaded 497 times

EViews Gareth
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Re: panel data and dummies

Postby EViews Gareth » Sun Jul 15, 2012 7:00 pm

http://forums.eviews.com/viewtopic.php?f=7&t=74

Dummies in panel data are done in the same way as in non-panel data.
http://forums.eviews.com/viewtopic.php?f=4&t=3840

georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

Re: panel data and dummies

Postby georgia » Tue Jul 17, 2012 6:30 am

Hi! I tried to import my panel data but it shows a message repeated values found in source id series. Before I deleted some observations from my data I could easily import them and run the regression. Do you know what does this message mean? What can I do to import my new set of data?

Thank you
Georgia

EViews Gareth
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Re: panel data and dummies

Postby EViews Gareth » Tue Jul 17, 2012 7:42 am

It means that one of your ID series (i.e. either the date series or the cross-section series) has repeated values so that each observation is not uniquely identified.

georgia
Posts: 6
Joined: Wed Jul 11, 2012 9:23 am

Re: panel data and dummies

Postby georgia » Tue Jul 17, 2012 10:49 am

Thanks!


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