Can I read Fixed-Effects Filter Model Guide on EtoBox?
Fixed-Effects Filter Model Guide by Ashar Awan is a document available to read on EtoBox.
What is Fixed-Effects Filter Model Guide about?
The document provides help on using the xtfef command in Stata to estimate fixed-effects filter (FEF) and fixed-effects filter IV (FEF-IV) models for panel data. FEF filters time-varying regressors and estimates coefficients for time-invariant regressors, while FEF-IV also allows for endogenous time-invariant variables using instrumental variables. The command requires specifying time-invariant and time-varying variables, a cross-section identifier, time variable, and for FEF-IV optionally endogenous variab
- Author
- Ashar Awan
- Language
- EN