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Re: st: Fixed effects vector decomposition
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Fixed effects vector decomposition
Date
Mon, 1 Oct 2012 09:28:22 +0100
See
http://davegiles.blogspot.co.uk/2012/06/fixed-effects-vector-decomposition.html
and its references before proceeding any further.
Nick
On Mon, Oct 1, 2012 at 8:39 AM, fernando luiz mistura
<[email protected]> wrote:
>
> I am testing the effect of a rarely-changing variable (FDI restrictions) lon the level of FDI stocks.
> Under OLS, Random Effects, the effect is significant. However, with Fixed effects it is not. Hausman test tells me that Fixed Effects would be more appropriate. But isn't Fixed Effects unlikely to be adaptable to variable that change slowly overtime or not change at all for some countries in the panel.
> Wityh Fixed Effects Vector Decomposition, I significant coefficients but they are much higher than with OLS RE or FE. Is this normal?
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