panel estimation

[apesantes]

Hi Gareth, help please

I have a problem with this estimation:

yit= b1*Xit + b2*Zt

where:

yit: is a vector of nT rows (n firms and T periods) corresponding to the loans of firm i in period t.
Xit: is a vector of nT rows corresponding to the interes rate of firm i in period t.
Zt: nTxK1 is a matrix corresponding to the external factors K1 = 2 model (exchange rate and GDP at time t).

I can estimate in eviews?

[EViews Gareth]

Not sure I follow completely, but it sounds as though Z are just constant across cross-sections. In which case, sure, EViews can estimate that model in the same way as any other panel estimation.

[apesantes]

Thanks! Gareth, I have a data like this:

year y_firmA y_firmB ... y_firmL x_firmA x_firmB ... x_firmL ER GDP
1901 15,000 20,000 15,000 0,205 0,255 0,245 2.53 102.3
1902 25,000 30,000 20,000 0,221 0,231 0,215 2.12 104.5
. . . . . . . . .
. . . . . . . . .
. . . . . . . . .
2000 95,000 80,000 90,000 0,151 0,161 0,155 3.12 197.4


How put this data in a workfile?

[EViews Gareth]

If you open that up in EViews, you'll end up with a pool type workfile. You can then convert to a panel pretty easily. http://forums.eviews.com/viewtopic.php?f=7&t=74