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st: AW: Panel data - time invariant estimation


From   "Armen Khachatryan" <armen@uni-hohenheim.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Panel data - time invariant estimation
Date   Tue, 29 Mar 2005 22:07:03 +0200

Hi,

Look at -xthtaylor- in XT manual.

Regards,

 


Armen Khachatryan
PhD Research Fellow, Scientific Assistant
Institute for Farm Management (410B)
University of Hohenheim
Schloss Osthof-Sued
70599 Stuttgart, Germany
 
Tel: +49 711 459 4264 
Fax: +49 711 459 3709 

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sandler Mathews
Gesendet: Dienstag, 29. März 2005 22:01
An: statalist@hsphsun2.harvard.edu
Betreff: st: Panel data - time invariant estimation

Hi all,

I am working with a databse with 18 importing countries, 115 exporting
countries and 10 time periods. I am interested in doing panel estimation but
since some of the key variables are time-invariants I cannot use the usual
methods (xtreg, fe).
I have tried two and three -way dummy variables (for reporting countries,
partner countries and time). What do you think of this method? the results i
get are quite discouraging.
Alternatively, what would you recommend, IV estimation? Random effects?

Thnks

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