Hi all,

I'm trying to estimate a regression imposing the restriction that two parameters sum to one, and include two-way fixed effects.

GMM would be perfect for that, but I'm not sure how to include both fixed effects in it.

Notice that I have too many fixed effects to include them as dummies.

Do you have suggestions?

Thanks!

I'm trying to estimate a regression imposing the restriction that two parameters sum to one, and include two-way fixed effects.

GMM would be perfect for that, but I'm not sure how to include both fixed effects in it.

Notice that I have too many fixed effects to include them as dummies.

Do you have suggestions?

Thanks!

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