Hello everyone,
I'm interested in fitting a var model with some exogenous variables on panel
data for N countries.
I figured an easy way to do this would be
-var y x1 x2, exog(country1-countryN other) noc
where "country" are indicator variables giving a country-specific intercept,
and "other" are other exogenous variables.
Are there any problems with such an approach? Does this approach assume that
the country effects are Fixed Effects? Is this a problem?
Any advice y'all might give would be appreciated. Many thanks.
--John
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John D. Levendis
W210 Pappajohn Bus. Bldg
University of Iowa
Iowa City, IA 52242
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Can you imagine being from Oz
and moving to Kansas?!
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