EViews.com

Hi all,
I have a panel data that I want to analyze and test for a cointegrating relationship. My data set consists of about 20 countries over a 30 year period(annual). I wanted to conduct Dynamic OLS and FM OLS regressions but when I input my data from Excel and go to the options menu for equation estimation the choice of "cointegrating regression" is gone. However,when I try to perform a similar regression with other example files I am able to do it without a hitch. In that case is there a problem with how Eviews imports the data from Excel?And if so how can I correct the problem?

EViews doesn't offer DOLS or FMOLS for panel data. It is likely that your other data set was not recognised as panel data, so EViews offered those estimation options.

Are you sure? From what I gather Eviews 7.2 offers DOLS and FM OLS specifically for Panel Data. Are you saying that the DOLS and FM OLS can only be used for other type of series?

In that case is there a way out? What other program could I utilize to perform DOLS and FM OLS for panel data?

http://www.estima.com/forum/viewtopic.php?f=8&t=734

I should also add that there is a discussion here...

http://forums.eviews.com/viewtopic.php? ... ion#p15707