firm fixed effects model with time dummies

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ahmed slamah
Posts: 7
Joined: Thu Mar 28, 2013 10:49 pm

firm fixed effects model with time dummies

Postby ahmed slamah » Mon Mar 21, 2016 2:33 pm

Hi Every one, I use e views 9 in my research. I have 2 questions concerning panel data:
1- The editor asked me to do firm fixed effects model with time dummies to include financial crisis period and Egyptian revolution period into the sample period and when I chose panel option the program gives me the option of fixed effect in cross section or in periods, So which one I should choose.
2- for each firm in the sample I have to do a specific regression on its time series only to obtain a specific value for each firm, how could I do this?
Thanks in advance, and I really appreciate your help.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: firm fixed effects model with time dummies

Postby EViews Gareth » Mon Mar 21, 2016 2:52 pm

1. Both.
2. Set the sample to be only one firm, then estimate an equation (without fixed effects).

ahmed slamah
Posts: 7
Joined: Thu Mar 28, 2013 10:49 pm

Re: firm fixed effects model with time dummies

Postby ahmed slamah » Tue Mar 22, 2016 6:01 am

Thanks Alot


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