User’s Guide : Panel and Pooled Data
Panel and Pooled Data
Panel and pool data involve observations that possess both cross-section, and within-cross-section identifiers.
Generally speaking, we distinguish between the two by noting that pooled time-series, cross-section data refer to data with relatively few cross-sections, where variables are held in cross-section specific individual series, while panel data correspond to data with large numbers of cross-sections, with variables held in single series in stacked form.
The discussion of these data is divided into parts. Pooled data structures are discussed first:
“Pooled Time Series, Cross-Section Data” outlines tools for working with pooled time series, cross-section data, and estimating standard equation specifications which account for the pooled structure of the data.
Data where the panel cross-sections are stacked are described separately:
In “Advanced Workfiles” , we describe the basics of structuring a workfile for use with panel data. Once a workfile is structured as a panel workfile, EViews provides you with different tools for working with data in the workfile, and for estimating equation specifications using both the data and the panel structure.
“Working with Panel Data”, outlines the basics of working with panel workfiles.
“Panel Estimation” describes least squares, instrumental variables, and GMM estimation in panel structured workfiles.
“Difference-in-Difference Estimation” documents describes EViews tools for the estimating panel difference-in-difference models.
“Panel Cointegration Estimation” documents tools for panel cointegrating regression estimation in EViews.
“Panel Statistics” outlines the computation of other “panel workfile aware” statistics and tests.