robertli:
请问,时间趋势变量和各年(或各期)虚拟变量的作用有什么异同, 能否一起用.
谢谢.
万物均衡:
dummy variable is only supposed to take out special things, such as outliers, or data problems. You can use time trend as well as year dummy, for example, in general the growth appears to be linear, except in 1985, then u dommy 1985 out. If you use too many dummies, then there is a problem with your data or model.
参见：http://bbs.efnchina.com/dispbbs.asp?boardID=33751&ID=90682
