about firm fixed effect

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florriec
Posts: 12
Joined: Thu Nov 08, 2012 9:16 am

about firm fixed effect

Postby florriec » Tue Dec 25, 2012 5:31 am

Hihi,
I am doing my thesis and i have a question of firm fixed effect dummy.
My workfile is panel data with stock number and year, according to your some posts, i did make the year fixed effect with @expand(@obsid,@dropfirst).
However, i can't make firm fixed effect with @expand(@crossid,@dropfirst). is there any problems with my command?
*** i have around 1000 firms with 9years.****

Thank you! Merry Christmas! :D

EViews Gareth
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Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: about firm fixed effect

Postby EViews Gareth » Tue Dec 25, 2012 8:50 am

Why not use the built in fixed effect estimators?


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