Hi,
Look at -xthtaylor- in XT manual.
Regards,
Armen Khachatryan
PhD Research Fellow, Scientific Assistant
Institute for Farm Management (410B)
University of Hohenheim
Schloss Osthof-Sued
70599 Stuttgart, Germany
Tel: +49 711 459 4264
Fax: +49 711 459 3709
-----Urspr�ngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Sandler Mathews
Gesendet: Dienstag, 29. M�rz 2005 22:01
An: [email protected]
Betreff: st: Panel data - time invariant estimation
Hi all,
I am working with a databse with 18 importing countries, 115 exporting
countries and 10 time periods. I am interested in doing panel estimation but
since some of the key variables are time-invariants I cannot use the usual
methods (xtreg, fe).
I have tried two and three -way dummy variables (for reporting countries,
partner countries and time). What do you think of this method? the results i
get are quite discouraging.
Alternatively, what would you recommend, IV estimation? Random effects?
Thnks
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