Factor augmented panel estimation
Posted: Mon Jun 08, 2009 3:58 pm
Hi!
I'm trying to estimate this equation in eviews 6.0 (it's a factor augmented panel regression):
Ajt=aj+b*Bj,t+c1,j*F1,t+c2,j*F2,t
I've created a balanced panel workfile of dimensions TxN and I don't know how to import data for the factors F1,t and F2,t since their dimension is Tx1 - they are the same for all cross-sections in a given year - but eviews automaticaly complets the data with N/A until its dimension becomes TxN. (I want to obtain cross-section specific coefficients).
Can anybody help?
Thank you!
I'm trying to estimate this equation in eviews 6.0 (it's a factor augmented panel regression):
Ajt=aj+b*Bj,t+c1,j*F1,t+c2,j*F2,t
I've created a balanced panel workfile of dimensions TxN and I don't know how to import data for the factors F1,t and F2,t since their dimension is Tx1 - they are the same for all cross-sections in a given year - but eviews automaticaly complets the data with N/A until its dimension becomes TxN. (I want to obtain cross-section specific coefficients).
Can anybody help?
Thank you!