Import Index for Panel Regression

[MasterThesis]

Hello,

I am currently updating an academic paper (Can Microfinance reduce Portfolio Volatility, by Krauss & Walter, 2008).
I have to perform a fixed effect panel regression. My data are financial variables (eg ROA; ROE; ... ) on roughly 1000 microfinance institutes, over a range of 12 years, so panel data. The data are unbalanced since some institutes did not provide data for 12 years, but only for 3 years or so (I only included institutes with at least 3 years of data). I want to run a panel regression in which I regress ROA against several benchmark indices, e.g. the SP500.

I imported my data as undated panel , which was restructured by Eviews by adding Cellids.
Now I want to import the SP's 500 annual returns. However, if I import them on the page where I have also imported the data on the institutes, Eviews automatically assigns cellids, based on the institutes, to the index. If I open a new page in the workfile and import the index there, I can not perform a regression (it says sp500 not defined).

So may question is: How can I import the annual returns of the sp500 on the same page in such a manner that I can run a regression with roa regressed against the sp500.

Thank you very much in advance for your help!

Cheers

[EViews Gareth]

Do you have some series that contains dates on your first page?

[MasterThesis]

Yes, annual ROA . so the dates are 1998 - 2011.

[EViews Gareth]

The variable ROA has date information inside it? I.e. it just contains the values of the year?