Applied Econometrics: Practical Panel Data Analysis in EViews скачать в хорошем качестве

Applied Econometrics: Practical Panel Data Analysis in EViews

Panel data combines time-series and cross-sectional dimensions, observing multiple entities over various periods. This data structure increases sample size and controls for unobserved heterogeneity using fixed or random effects models. In EViews, to establish a panel structure, select Proc/Structure/Resize Current Page..., set the structure type to Dated Panel, and specify your Cross-section ID and Date series. For econometric estimation, navigate to Quick/Estimate Equation. Under the Panel Options tab, you can assign Fixed or Random effects. EViews also supports advanced analytical techniques such as GLS weighting (e.g., Cross-section SUR) and robust standard errors to directly address heteroskedasticity and serial correlation issues.