Fixed effects regression

Questions related to panel (pooled cross-section time series) data.
buianhtuan2000
Posts: 4
Joined: Sun Jan 03, 2010 9:05 pm

Fixed effects regression

Unread post by buianhtuan2000 »

Hi

I am want to replicate Chinn(2006) "the (partial) rehabilitation of interest rate...". Can anyone show me how to run fixed effects regression in constrained panel.
Attachments
chinn_UIPdata.xls
this is the data used in chinn(2006)
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Fixed effects regression

Unread post by TomDoan »

buianhtuan2000 wrote:Hi

I am want to replicate Chinn(2006) "the (partial) rehabilitation of interest rate...". Can anyone show me how to run fixed effects regression in constrained panel.
What he means by "constrained panel" is just a standard FE estimator, apparently contrasting the estimates with different intercepts and slopes in the cross sections with the FE estimates with different intercepts but the same slope.
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