st: Time effect in panel fixed and random effect model

[Mohammad Kabir <mohammad.kabir@postgrad.curtin.edu.au>]

Hi there,

Can someone tell me how

1. I can add time dummies y1, y2,...y12 together to get one time 
variable that gives a single coefficient in panel fixed and random 
effect model?

2. alternatively, F statistic for time effects without estimates of 
time dummies?

Thanks,    

Mohammad Mahfuz Kabir
PhD Student
School of Economics and Finance
Curtin Business School
Curtin University of Technology
Bentley, Perth, Western Australia 6845

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