firm fixed effects model with time dummies
Posted: 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.
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.