time dependend variable
Posted: Tue Jul 02, 2013 6:27 am
Hi,
I need a variable that captures time dependend effets. By using period fixed effects for each quarter it doesn't work... I have time series cross sectional data, fixed effects for each country.
How can I implement time dependend effects? The variable should capture the time dependend effects and therefore the effects that are independend from the underlying fundamentals in my regression.
Can you perhaps programm such a variable? if yes, how?
THANKS :)
I need a variable that captures time dependend effets. By using period fixed effects for each quarter it doesn't work... I have time series cross sectional data, fixed effects for each country.
How can I implement time dependend effects? The variable should capture the time dependend effects and therefore the effects that are independend from the underlying fundamentals in my regression.
Can you perhaps programm such a variable? if yes, how?
THANKS :)