Nuno;
I think you can do this by including time effects
which you generate them using the way suggested in
Baum's book -page 225-"An introduction to Modern
Econometrics using Stata"2006.
http://www.stata.com/bookstore/imeus.html
hope this helps;
Ahmed Al-Darwish
Saudi Arabain Monetary Agency-Head office
--- Nuno <[email protected]> wrote:
> Hi everyone,
>
> I'm estimating a model on a panel data sample
> comprised by 2000 firms over
> 15 years (unbalanced). I was wondering if there is a
> way for Stata to
> calculate a panel data model with both time and
> individual fixed effects, or
> if -xtreg- is able to estimate such a model?
>
> Best,
>
> Nuno
>
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>
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