Dear users:
Has anyone tried using splm to estimate a fixed effects model with one or
more time-invariant variables?
I may have missed something in the manual, but there isn't a clear way to
switch to estimators (e.g. first difference) suited for data like that in
splm.
My colleagues and I are very interested to include splm in the analysis
because spatial models in other mainstream programs do not support temporal
variance.
Best regards,
K Chan
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