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Thanks. I found an ad hoc solution that works for what I am doing. If I estimate the cross-section fixed effects as cross-section specific intercepts (rather than using cx=f as an estimation option), then @effects only retrieves the period fixed effects. E.g. pool pool1 nsw vic qld wa sa pool1.ls(pe...

Hi, Is there a simple way to save a series of the period fixed effects estimated in a pooled regression? I'm currently looping over the period fixed effects coefficients and saving them as separate series. However, this gets a bit messy when estimating multiple regressions, each with a different num...