Dear All,
I estimate a dynamic linear panel data model. One of the referees of the journal where we sent our paper criticized the fact that one of our regressors is a rarely changing variable, this casting some doubts about the usage of that variable. I read the paper by Kripfganz and Schwarz (2019), which suggests a sequential procedure to estimate a model where some regressors are time-invariant. The xtseqreg Stata command allows us to implement the estimator suggested in the paper.
I am wondering whether it can also be used to estimate a model where some regressors are rarely changing variables. Do you have any idea about?
Thanks in advance for your suggestions.
Dario
I estimate a dynamic linear panel data model. One of the referees of the journal where we sent our paper criticized the fact that one of our regressors is a rarely changing variable, this casting some doubts about the usage of that variable. I read the paper by Kripfganz and Schwarz (2019), which suggests a sequential procedure to estimate a model where some regressors are time-invariant. The xtseqreg Stata command allows us to implement the estimator suggested in the paper.
I am wondering whether it can also be used to estimate a model where some regressors are rarely changing variables. Do you have any idea about?
Thanks in advance for your suggestions.
Dario
