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Seems like you're showing that profitability of the industry matters for profitability of the individual firm. Not too surprising. None of this is a limitation of either the software or the estimation technique though. No, I guess not, it is just a control variable. I was only wondering if coeff fo...

I have a follow up question: I want to control if industry has a significant effect on profitability. As the code doesn't change over time for a certain firm I can't include it just like that. I am using therefore another proxy variable based on the median value of that industry for that year. I cre...

I have indeed interest rates for each year. These are the same for each company as I am using the 10Y bond rate. Just to make it clear, I am going for panel estimation, where I select fixed effects for both cross-section and period. With 2-way I get estimation output, with a sign.coefficient for int...

Hello, I am trying to find out if I need a one-way or two-way fixed effects model. I am tring to estimate profitability via fixed effects estimation. I have data for 392k firms over the span of 10 years. My research goal is to find out the effect of low interest rates on firm profitability. I have s...