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st: LEVINSHON-PETRIN COMMANDS


From   "peppebruni@tin.it" <peppebruni@tin.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: LEVINSHON-PETRIN COMMANDS
Date   Tue, 22 Feb 2011 11:38:31 +0100 (CET)

Hi everybody,

I need to run a regression using Levinshon&Petrin 
estimators. I have a panel of data for about 20.000 italian industries 
divided in three samples (North, South, Middle). I have also created a 
dummy variable for each year and I would like to run a regression for 
each sample (using Lev-Pet) with the dummy-year variable. I would like 
to know the stata commands to do that. 
Alternatively, is it possible 
to run a regression (using Lev-Pet) year by year in order to see how 
the coefficients vary across the years??

Thanks.

Giuseppe  
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