Panel Fixed effect with cross section weights and coeff covariance method
Posted: Mon Oct 30, 2017 8:07 am
I am confused to apply cross section weights and coeff covariance method for fixed effect model with hetero and contemporaneous correlation. My data comprise of 100 cross section each with 6 years dataset, N>T. please guide me which weighting method and coeff covariance method will be appropriate for such data.