Is it possible to combine "reghdfe" with the Stata command "forecast"? According to the Stata manual on "forecast" (https://www.stata.com/manuals13/tsforecast.pdf) it is possible to combine forecast with panel data using xtreg, fe. But I was wondering if it is possible to use the command "forecast" after running a regression with multiple fixed effects using reghdfe. I tried this, but I run into an error message.
Hi,
Is it possible to combine "reghdfe" with the Stata command "forecast"? According to the Stata manual on "forecast" (https://www.stata.com/manuals13/tsforecast.pdf) it is possible to combine forecast with panel data using xtreg, fe. But I was wondering if it is possible to use the command "forecast" after running a regression with multiple fixed effects using reghdfe. I tried this, but I run into an error message.
Thanks in advance! Corinna