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Fixed effects regression

Posted: Fri Jan 21, 2011 3:50 am
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.

Re: Fixed effects regression

Posted: Sun Jan 23, 2011 11:02 am
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.