Dear Statalist users,

I am trying to examine the impact of export participation of the firm on firm productivity. To this end, I want to examine how the productivity of the firm changes one year from its participation in export market, two years after participation and so on. To understand if the effect of participating in the export market on its productivity dissipate or accelerate over time. I have an unbalanced panel for the period 2001-2013. TFP is my dependent variable and export status (t1) is my independent variable which is a dummy. I think I need to proceed with a psm-did but I am not able to understand its operation for my dataset.

If I could get some inputs on how to achieve this in stata would be much appreciated

A small sample of my data

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double id float(year t1 ltfp)
 365 2001 0 .39686665
 365 2002 1  .3967393
 365 2003 1  .6374343
 365 2004 0  .6560543
 365 2005 1  .6640503
 365 2006 1  .7698439
 365 2007 0  .8161478
 365 2008 0    .87566
 365 2009 0 1.1369226
 365 2010 0 1.2058983
 365 2011 0 1.0512627
 365 2012 0 1.0222095
 365 2013 0  .9116122
 381 2001 1 .28473413
 381 2002 1  .2790297
 381 2003 1  .4228754
 381 2004 1  .4589705
 381 2005 1   .443521
 381 2006 1  .6932002
 381 2007 1 .51895165
 381 2008 1  .4412919
 381 2009 1  .4278684
 381 2010 1  .4917918
 569 2001 0  .4084495
 569 2002 0 .32361555
 569 2003 0   .312629
 569 2004 0  .3549544
 569 2005 0  .4214703
 569 2006 0  .5034326
 569 2007 0 .52623117
 569 2008 0 .58975697
 569 2009 0 .55094194
 569 2010 0  .3773664
 595 2006 0  .2977381
 595 2007 0  .3644855
 595 2008 0  .3293638
 595 2009 0  .3146657
 595 2010 0  .3185207
 595 2011 0  .4280073
 595 2012 0  .5122329
 595 2013 0  .4275252
 600 2009 0  .7721639
 600 2010 0   .787946
 600 2011 0  .6881346
 600 2012 0  .6645668
 783 2001 0   .729115
 783 2002 0  .7449946
 783 2003 0  .7614059
 783 2004 0   .870962
 783 2005 0  .8693857
 783 2006 0  .8836148
 783 2007 0 1.0283844
 783 2008 0 1.0673563
 783 2009 0 1.2047342
 783 2010 0 1.2074325
 783 2011 0 1.2030094
 783 2012 0  1.209522
 783 2013 0  1.193356
 870 2010 0  .4383901
 934 2004 0  .6618422
 934 2005 0   .677335
 934 2006 0   .698532
 934 2007 0  .6574489
 934 2008 0   .602454
 934 2009 0  .9306454
1120 2001 1 1.0948371
1120 2002 1 1.1048775
1120 2003 1 1.2104284
1120 2004 1 1.1987357
1120 2005 1 1.3653517
1120 2006 1  1.479699
1120 2007 1  1.614259
1120 2008 1 1.8814026
1120 2009 1 2.1619618
1120 2010 1  1.977049
1120 2011 1  2.043859
1120 2012 1  2.134581
1120 2013 1 2.2729049
1621 2007 0  .3721843
1621 2008 0  .4280191
1621 2009 0   .435424
1621 2010 0  .4076315
1621 2011 0  .3898215
1621 2012 0  .4241333
1954 2009 0  .4050439
1954 2010 0 .41772455
2015 2004 0 .17348923
2015 2005 0 .25310284
2015 2006 0  .3803225
2015 2007 0  .4936106
2015 2008 0  .5817891
2015 2009 0  .4436422
2015 2010 0 .42046455
2015 2011 0 .51623964
2015 2012 0  .5415064
2015 2013 0  .4652313
2216 2001 1  .3285122
2216 2002 0  .3717326
2216 2003 0    .40993
2216 2004 0  .3402351
end