XTFIXEDCOEFTVCU: Stata module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units

Ibrahima Diallo

Statistical Software Components from Boston College Department of Economics

Abstract: xtfixedcoeftvcu performs estimations of panel data models with coefficients that vary over time and cross-sectional units. This command allows estimation of: firstly coefficients that are common to all cross-sectional units and time, secondly parameters that vary over cross-sectional units, and thirdly coefficients that change over time. All three parameter groups previously cited are considered fixed, hence the command xtfixedcoeftvcu estimates a fixed-effects model. It is specifically called the Fixed-Coefficient Model or Fixed-Effects ANOVA Model. The theory behind the command xtfixedcoeftvcu is provided by Hsiao (2014).

Language: Stata
Requires: Stata version 13.1
Keywords: time-varying coefficients; panel data; fixed effects (search for similar items in EconPapers)
Date: 2016-10-22
Note: This module should be installed from within Stata by typing "ssc install xtfixedcoeftvcu". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu.sthlp help file (text/plain)

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