Interaction with fixed effect

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RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Interaction with fixed effect

Postby RDS » Wed May 27, 2015 4:51 am

Considere 3 countries: DE, US and BR

For each country I have a specific time series y1, y2, y3 and a global factor z

I counstrcut the following panel and I run the following regression:

pool model_FE de us br
model_FE.ls(cx=f) y1_? y2_? y3_? z_?

How do I interact the country fixed effects with the exogenous variable z to estimate its impact on y1, which is country specific?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13309
Joined: Tue Sep 16, 2008 5:38 pm

Re: Interaction with fixed effect

Postby EViews Gareth » Wed May 27, 2015 8:05 am

Code: Select all

model_fe.ls(cx=f) y1_? y2_? y3_? @cxreg z_?
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