Search found 2 matches

by Penlo
Thu Jul 14, 2011 7:25 am
Forum: Estimation
Topic: Pool/Panel Estimation with Fixed Time Effect
Replies: 7
Views: 8686

Re: Pool/Panel Estimation with Fixed Time Effect

You don't have enough variability in your data to include period fixed effects. Your regressors have no variation between cross-sections (since Dowjones is the same for all). Thus there is no way to identify period effects. Hi Gareth, Thanks for the quick reply. Could you provide your opinion on ho...
by Penlo
Wed Jul 13, 2011 6:40 am
Forum: Estimation
Topic: Pool/Panel Estimation with Fixed Time Effect
Replies: 7
Views: 8686

Pool/Panel Estimation with Fixed Time Effect

Greetings! I’m currently having troubles with fixed time effect using pool estimation and any help would be appreciated. So here goes…I would like to pool estimate the following model Yt = c + Ft + B*dowjonest (looking at the attached work file might help) Where Ft = Fixed time effect, Yi,t = a pane...

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