Time Series for Fixed Effects

[Giulia Til]

Hi to everyone,

I have a doubt regarding time series for fixed effects. I do not understand well which effect fixed variables have on the dependent variable. I don't think it is a direct effect, is it moderating? how could it be possible to analyse it through STATA?

Thank you!

[Jordan Sydenham]

Hi Giulia,

I am confused by the wording in this question. Do you mean a Time fixed effect? i.e. something that is fixed over your cross-sections but changes over time (for example tax rates of 5 businesses in the same industry).

Kind regards,

Jordan