and also:
findit felsdvreg
On Mon, Mar 23, 2009 at 4:46 PM, <[email protected]> wrote:
> I am using a large panel data set (2.5mil observations) with three dimensions:
> exporter, product and year. I would like to estimate a model including the
> following fixed effects:
>
> exporter_year
> product_year
> exporter_product
>
> What is the most efficient way to include these fixed effects? I was looking
> into areg but it can only absorb one of these FE and the size of my dataset
> makes it impossible to just generate dummies for the other two.
>
> thanks in advance for your help
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