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  • Time series data fixed effects

    Hi,

    I have some time series data and I was wondering if I could run a time fixed effects model?

    I thought I could use the "xtset" command however upon further research i found that it is just for panel data.

    I have also tried adding "i. year" at the end but this just gives me the coefficients of the data without any standard errors. I have attatched a picture of what it looks like.

    The regression looks at export flows for one product going into one country. The independent variable is log of exports and the dependent variables are: PTA (time dummy which = 1 after 1976), log of population, log of GDP and exchange rate.

    Any help would be much appreciated.

    Thanks
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    Last edited by Martie Chawla; 13 Aug 2016, 05:50.
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