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st: Fixed effects
From
"Terzopoulou, Eleftheria" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Fixed effects
Date
Thu, 16 Jun 2011 14:01:33 +0100
Dear Statalisters,
Does fixed effects in panels correct the nonstationarity of the variables by demeaning?Since applying the LLC test including time trend and substructing cross-sectional means my variables are I(0). What is the demean in FE estimator?
Thank you a lot
Elli
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