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st: Re: Question about time effects


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: Question about time effects
Date   Sat, 5 Jul 2003 13:23:25 -0500

----- Original Message ----- 
From: "Tamara Burdisso" <[email protected]>
To: <[email protected]>
Sent: Friday, July 04, 2003 5:17 PM
Subject: st: Question about time effects


> Hi! I'm estimating a panel data model using individual effects, but I have
> to check if I have any time effectcs. How can I implement a two way model.
> Thanks in advance for your attention.
>
> Tamara


For fixed time effects you will have to create the time dummy variables.
Take a look at -xi-


Scott


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