Search found 3 matches
- Tue May 05, 2015 3:10 am
- Forum: Econometric Discussions
- Topic: Panel Data - Fixed Effects
- Replies: 22
- Views: 252088
Re: Panel Data - Fixed Effects
Thanks Glenn for your reply. However, I did not fully grasp your answer. Basically I am teaching a course and give an exercise to replicate fixed effect model results by using eviews panel options and dummy variables. They did for cross section and period separately. However, they and as well as I d...
- Sat May 02, 2015 4:24 am
- Forum: Econometric Discussions
- Topic: Panel Data - Fixed Effects
- Replies: 22
- Views: 252088
Re: Panel Data - Fixed Effects
In an annual workfile, something like equation eq0.ls(cx=f, per=f) i c f equation eq1.ls i c f @expand(@crossid, @dropfirst) @expand(@year, @dropfirst) will match the results for the regressors. You'll have to do additional work to get the dummies to match since we estimate a different normalizatio...
- Tue Apr 28, 2015 5:01 am
- Forum: Econometric Discussions
- Topic: Panel Data - Fixed Effects
- Replies: 22
- Views: 252088
Re: Panel Data - Fixed Effects
Dear Glen How can I reproduce eviews results of both fixed effects of period and cross section through dummy variables
