Part VIII. 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:

•Chapter 35. “Pooled Time Series, Cross-Section Data,” on page 565 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.

Stacked panel data are described separately:

•In Chapter 9. “Advanced Workfiles,” beginning on page 213 of User’s Guide I, 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.

•Chapter 36. “Working with Panel Data,” beginning on page 615, outlines the basics of working with panel workfiles.

•Chapter 37. “Panel Estimation,” beginning on page 647 describes estimation in panel structured workfiles.