Hi everyone,
I'm trying to estimate this panel data model with the equation below:
Array
αi is a country fixed effect
βj is the coefficient associated with the dummy of each event (Dj)
γj refers to the interaction coefficient of the X with a Latam dummy (Lat).
Thus, the coefficients reported in column 4 (βj) represent the average change of the dependent variable at date j for a non-Latin American country, while the sum of the coefficients reported in columns 4 and 5 (βj+γj) represent the average change of the dependent variable at date j for a Latin American country.
I´ve already define the Dj and Latam dummy variables but I don't know how to use the correct commands to replicate the equation above and obtain the results in the dates that I'm interested
Array
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