谢谢hyj980098指教。 事实上，Pooled data 和 Panel data,这两种数据区别不是很大的. Stata 8 也没有作区分。我想，EViews 是为了方便大家，把它给人为的分开了。不过，在EViews 5 中，的确是针对不同的类型，有不同的方法。例如说：目前，在EViews5 中，GMM 只能用于 Panel data 不适用于 Pooled data. 他俩在数据的显示上，EViews 5 也给了不同的表述方法。至于，是不是跟随机效应和固定效应有很大关系，不敢肯定说没有。不过，EViews 既然都能给Pooled data 和 Panel data 随机效应 和 固定效应 的 选项，也一定有它的道理。

以下是摘自User Guide 5 （ch27, P821) in PDF format：

Data often contain information on a relatively small number of cross-sectional units observed over time. For example, you may have time series data on GDP for a number of European nations. Or perhaps you have state level data on unemployment observed over time. We term such data pooled time series, cross-section data. EViews provides a number of specialized tools to help you work with pooled data. EViews will help you manage your data, perform operations in either the time series or the crosssection dimension, and apply estimation methods that account for the pooled structure of your data. The EViews object that manages time series/cross-section data is called a pool. The remainder of this chapter will describe how to set up your data to work with pools, and how to define and work with pool objects. Note that the data structures described in this chapter should be distinguished from data where there are large numbers of cross-sectional units. This type of data is typically termed panel data.