Hello,

In my dataset for my gravity model, i have 6 time periods (1990 1995 2000 2005 2010 2015) and my regression command is the following:

ppml imig_Afr pop_i_1960 distw contig colony comlang_off comlang_ethno or_dum* time_dum*, cluster (destination)

My question is : how to have time varying coeffs for distw ? i mean coeff for each time period.

Thanks for the help !