I have a panel with large T and small N. It's an unbalanced panel. I would like to have the dated panel structured so that when I open a series I first see t1 and all cross-sections for that date, then t2 and all cross sections for that date etc. I.e, I want a T-N view of the data. Now it is a N-T view when I open a series.
To be concrete: I have auction data, with dates, bidders, and bids (3 dimensions). In order to estimate I create 2-dim by ...
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pageunstack(page="db2",namepat="*_?") bid_id auc_date bidder_id @ bid_*
In order to make it recognize that it's a (unregular) dated panel, I do ...
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pagestruct @date(auc_date) bidder_id I notice that it doesn't handle irregularly spaced data. Is this the problem?
For some I guess the interesting part to follow is each cross-section through time (N-T), but for me the interesting part is the event an auction, so I need T-N.
I use Eviews 8, august build.
Thanks in advance,
Dagfinn
