Hi guys,
writing my master thesis I am having lots of issues implementing time effects (standard in previous literature).
Parameters:
5900 Observations
Group of three countries
my do-file so far:
import excel "path" firstrow
format CDS_Financials %12.0g
format CDS_Sovereign %12.0g
egen countries = group(Country)
xtset countries Date, daily
xtreg Relative_Repo CDS_Sovereign CDS_Financials OIS i.Date, fe robust (dealing with high cross-correlation)
When i try to execute xtreg w/e i.Date everything works perfectly fine, as soon as I add it my programme (STATA 13) crashes.
I am dealing with
Hope you can help me!
Best regards,
Matthias
Related Posts with Time fixed effects - once again
Interpretation of "/logs" in Stata17 output using mestregDear Stata users, Can someone please kindly explain in simple terms what the "/logs" output refers …
Adding and simplifying observations; from daily to weeklyHello to all. I´m kind of new in using STATA, and I´m having trouble figuring out how to merge obser…
My Lorenz curves are coming out as straight lines.Hello Stata Experts, I am trying to create lorenz curves for a variable with four categories. I hav…
Difference in Difference analysis - how to create a group variableI think my question is pretty straightforward. I'd like to know what my "Group" is for a difference …
When including interacted fixed effects, do I also have to include each fixed effects separately in the model?When including interacted fixed effects, do I also have to include each fixed effects separately in …
Subscribe to:
Post Comments (Atom)
0 Response to Time fixed effects - once again
Post a Comment