Country and Period Dummy Variables

[laura1234]

Hi,

I currently have a panel data set consisting of 18 countries and 20 years (1990 to 2009). I am trying to measure the effect of inequality on growth and have performed a simple OLS regression using the equation as follows - gr c income inequality fe me pppi. However, I would now like to add both period and country dummy variables for all countries and all years to control for any differences, but I am unsure of how I go about doing this? Any help would be greatly appreciated.
Thank you!

[EViews Gareth]

Sounds like you just want both cross-section and period fixed effects (both are available in the panel options tab of the estimation dialog).