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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