multiple cross section

[madge]

Hi,

my analysis revolves around the estimation of the influences of both bond variables and cds variables on the mutual relationship, the cds bond basis.

The problem I am having is that I have a stacked cross section of the CDS relating to about 120 companies and timeseries of about 300 unique bonds (another stack). So 1 company can have multiple bond issues. Eviews gives me the opportunity to either identify a cross section for bonds or for CDS and this creates a mismatching problem. My teacher gave me as much as a hint: use fixed effects. I'm not sure how to do this. Sprecify 120 variables in the common fixed effects section?

As far as I can see these are my options:
- match each CDS variable to each bond, which would create duplicate measures for the CDS on occasion but not sure if eviews would then calculate them as a unique match within the cross section or generate a bias
- somehow merge the bonds. So I have a bond identifier being ISINID (example: AET16, AET17) and a cds identifier being ticker (AET). Both are included as fields in the file. I don't know how to do this however and a few copy paste special attempts have failed.

I've also tried to define groups within the separate stacked series but not successful.

Would greatly appreciate advice!