I ran 2 specifications as in attached file.
Eqn1 is a a fixed cross-section panel data.
1) The value of theta1 is the same for both models. But why does the p-value DIFFER for theta1 in the 2 model?
2) Which results is more reliable?
Thank you
p-value for fixed cross-section panel data
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p-value for fixed cross-section panel data
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