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st: Fixed effects


From   "Terzopoulou, Eleftheria" <et268@exeter.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Fixed effects
Date   Thu, 16 Jun 2011 14:01:33 +0100

Dear Statalisters,

Does fixed effects in panels correct the nonstationarity of the variables by demeaning?Since applying the LLC test including time trend and substructing cross-sectional means my variables are I(0). What is the demean in FE estimator?

Thank you a lot
Elli

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