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

Author

Listed:
  • Diallo Ibrahima Amadou

Programming Language

Stata

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).

Suggested Citation

  • Diallo Ibrahima Amadou, 2016. "XTFIXEDCOEFTVCU: Stata module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units," Statistical Software Components S458256, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458256
    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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfixedcoeftvcu.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Assi Okara, 2018. "Developing inclusive economic institutions in South countries: The role of FDI," Working Papers halshs-01845085, HAL.
    2. Assi Okara, 2018. "Developing inclusive economic institutions in South countries: The role of FDI," CERDI Working papers halshs-01845085, HAL.

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