I am really new to Stata and I need to estimate the following empirical specification on Stata for my thesis:
Array
I thought about using a fixed effect model but I don't think that I can do that because I need to calculate the residual for each year ( meaning that I need to run the regression to estimate the residuals for year 2019, 2018, 2017 etc.).
Is there a way I can estimate the aforementioned specification in Stata? Can I use the areg command ?
Thank you for your help I really appreciate it
Related Posts with How do I estimate a first order autoregressive equation with firm and year fixed effects ???
Passing a local macro to a nested do-file?Dear all, I'm quite new to stata, and I was wondering whether I'd better use a global macro in the f…
xtdpdgmm postestimation: store AR2 results and Hansen JHello, I am running a Iterated GMM model like this: Code: webuse abdata xtdpdgmm L(0/1).n l.w l.k,…
How to interpret tvc after stcox?Hello everyone, I have a peace agreement dataset and I am looking at peace duration afterwards. I h…
Combining observationsHi statalist, I have a dataset with approx 1.000.000 observations. In my dataset I have a lot of du…
Plotting percentiles with stack barsHi, I have a dataset containing prices of hostels rooms by country. I divided those prices in quanti…
Subscribe to:
Post Comments (Atom)
0 Response to How do I estimate a first order autoregressive equation with firm and year fixed effects ???
Post a Comment