Cross-section specific partial regression estimation

[ank]

Can anyone please tell me how can I estimate in eviews a panel regression with cross-section specific coefficients?

Thank you!

[EViews Gareth]

The easiest thing to do is to use a Pool rather than a Panel.

However if you want to stick to a panel workfile, the only way to do it is by creating the cross-section dummies manually and then multiplying them by the regressors.

Something like:

Code: Select all

ls y @expand(@crossid) @expand(@crossid)*x1 @expand(@crossid)*x2

[ank]

I know it's a silly question..but how do I create cross-section dummies manually? (i'm sorry to bother with this kind of question but i didn't find it on the net)
Thank you again!

[EViews Gareth]

Code: Select all

@expand(@crossid)

[ank]

Thank you very much! I was trying to do that in eviews 5 and it gave me an error, but I see that in eviews 6 it worked.