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st: RE: Consistency of individual effects in fixed effects estimation
It's probably against etiquette to ask the same question again, but can anybody help with this, please? Surely someone must have some experience in this matter.
I would like to estimate the individual effects in a fixed effects estimation with N about 60. The individual effects are estimated unbiasedly under the usual FE assumptions, but they are consistent only for T going to infinity. Any idea how large T would have to be to get "good" estimates of the individual effects? What about T=7? What about T=20?
Thanks, Eric Neumayer
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