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st: Panel Data and Dummy Variable to measure recovery

From   pl344 <>
Subject   st: Panel Data and Dummy Variable to measure recovery
Date   Sun, 5 Jun 2011 05:49:22 -0700 (PDT)


I am trying to measure the speed of recovery for the recent financial
crisis. I am trying to run this equation on stata. 〖Growth〗_(i,t)=
α_i+〖β_trough Trough〗_(i,t-1)+β_f f_t+β_z (〖Trough〗_(i,t-1)*Z_(i,j) )+β_x 

I have been reshaping my growth and trough (dummny) variables from wide to
long. The growth data is from 2008 to 2011. As for the trough variable, it
is from 2007 to 2010.

. reshape long growth trough, i(name) j(year)
(note: j = 2007 2008 2009 2010)
(note: growth2007 not found)

Data                               wide   ->   long
Number of obs.                      100   ->     400
Number of variables                  33   ->      29
j variable (4 values)                     ->   year
xij variables:
   growth2007 growth2008 ... growth2010   ->   growth
   trough2007 trough2008 ... trough2010   ->   trough

After the transformation, I ran the above regression using pooled OLS. I was
just wondering, if stata ran the regression as〖Growth〗_(i,2007)=
α_i+〖β_trough Trough〗_(i,2007)+β_f f_t+β_z (〖Trough〗_(i,2007)*Z_(i,j) )+β_x 

If it is, then what should I do in order to run the regression the way it is
stated in the equation above?

Thank you.

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