12/4/2017 EViews Help: Estimating a Panel Equation

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Users Guide : Panel and Pooled Data : Panel Estimation : Estimating a Panel Equation
EViews 10 Help Topics
Getting Started
Users Guide
Estimating A Panel Equation
EViews Fundamentals
Basic Data Analysis Least Squares Estimation

Customizing Output Least Squares Specification

Extending EViews Least Squares Panel Options

Basic Single Equation LS Options

Analysis
Instrumental Variables Estimation
Advanced Single Equation
Analysis IV Instrument Specification

Advanced Univariate Analysis GMM Estimation

Multiple Equation Analysis GMM Specification

Panel and Pooled Data GMM Panel Options

Pooled Time Series, GMM Instruments

Cross-Section Data
GMM Options
Working with Panel Data
Estimating PMG Models in EViews
Panel Estimation
Post-Estimation Views and Procedures
Estimating a Panel
Equation
The first step in estimating a panel equation is to call up an equation dialog by clicking on Object/New
Panel Estimation Object.../Equation or Quick/Estimate Equation from the main menu, or typing the keyword
Examples equation in the command window. You should make certain that your workfile is structured as a panel
Panel Equation Testing workfile. EViews will detect the presence of your panel structure and in place of the standard equation
dialog will open the panel Equation Estimation dialog.
Estimation Background
References You should use the Method dropdown menu to choose between LS - Least Squares (LS and AR),
TSLS - Two-Stage Least Squares (TSLS and AR), and GMM / DPD - Generalized Method of
Panel Cointegration Moments / Dynamic Panel Data techniques. If you select the either of the latter two methods, the
Estimation dialog will be updated to provide you with an additional page for specifying instruments (see
Panel Statistics Instrumental Variables Estimation).

Advanced Multivariate The remaining estimation supported estimation techniques do not account for the panel structure of
Analysis your workfile, save for lags not crossing the boundaries between cross-section units.
Global Options
Enhanced Spreadsheet Least Squares Estimation
Editing
The basic least squares estimation dialog is a multi-page dialog with pages for the basic specification,
Estimation and Solution panel estimation options, and general estimation options.
Options
Gradients and Derivatives Least Squares Specification
Information Criteria
Long-run Covariance
Estimation
Command Reference
Object Reference

You should provide an equation specification in the upper Equation specification edit box, and an
estimation sample in the Sample edit box.

The equation may be specified by list or by expression as described in Specifying an Equation in

EViews.

In general, most of the specifications allowed in non-panel equation settings may also be specified here.
You may, for example, include AR terms in both linear and nonlinear specifications, and may include PDL
terms in equations specified by list. You may not, however, include MA terms in a panel setting.

Least Squares Panel Options

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