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- Fri Jul 01, 2011 8:22 am
- Forum: Estimation
- Topic: Fixed effects vector decomposition
- Replies: 0
- Views: 1606
Fixed effects vector decomposition
Hi all, I am estimating a fixed effects model that includes both time-varying variables and time-invariant variables. I have recently stumbled upon a technique that allows estimation of time-invariant variables. It consists of three steps: (1) estimation of the unit fixed effects by the baseline pan...