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Hey Startz, thanks! Hmm if I do that then I can't do a time period fixed effect LSDV anymore right?? Is there anyway to do the dummy thing plus a time period fixed effects regression? Define a dummy variable, DF, that equals one during the financial crisis and zero otherwise. Then something like ls...

Hey Startz, thanks! Hmm if I do that then I can't do a time period fixed effect LSDV anymore right?? Is there anyway to do the dummy thing plus a time period fixed effects regression? Define a dummy variable, DF, that equals one during the financial crisis and zero otherwise. Then something like ls ...

Hi all, I'm working on my econometrics project and would like to ask if it is possible to test for a "stronger impact" of an explanatory variable on the dependent variable during different time periods. For example, before the financial crisis, firm size has a positive impact on stock pric...