Panel Data analys in Eviews
Posted: Sun Jun 23, 2013 4:42 am
Hi everybody out there and good morning from here - Nigeria. My name is Deebii Nwiado and I am new in this forum. I am trying to test the applicability of uncovered interest parity amongst some African countries- Nigeria (home country) Ghana, Kenyan, Botswana and Egypt. The data monthly and it is based on the equation Sᵰt+Ke = α0 + β1 (ἰᵰt - ἰ₱t*) + Ɛt+k and span 2003 to 2012. Year, month, country, exchange rate differential and interest rate differential are in columns. Is this correctly done and how do I run the regression? I have read intructions from some of the postings by Eviews Gareth and others in this forum, but Eviews is not givining the expected results. I have attached the file in excel for you to see. Please see whether is correctly done. Please help me.
D.Nwiado
D.Nwiado