Individual OLS regressions on a panel data set

[August1n]

Hello everyone,

I have a panel data set of a few hundred companies over a 10-year time-span. For my analyses I need to have the yearly regression coefficients and standard errors of each company. I have been manually performing individual OLS regressions of each company's weekly data and saving the coefficients and SEs, however, you can imagine this will take a long time to do that for a few hundred companies over a 10-year timeperiod.
Is there a way of doing a whole string of OLS regressions at the same time and saving the output??
Any help would be greatly appreciated since it will save me an immense amount of much need time.

Thank you in advance!

Greets

[EViews Gareth]

You'll need to write an EViews program to automate it for you. There are plenty of examples in the programming forum.

[August1n]

Do you have a link to a good example since I´m a beginner at Eviews and I´m unable to find any programming posts that come close to what I´m trying to do.
Thanks a lot!

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=1638