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.
Fixed effects regression
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Fixed effects regression
by buianhtuan2000 » Fri Jan 21, 2011 4:50 am
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chinn_UIPdata.xls- this is the data used in chinn(2006)
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Re: Fixed effects regression
by TomDoan » Sun Jan 23, 2011 12:02 pm
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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