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st: PLEASE HELP! PANEL DATA
I have a doubt on panel data and I would be very grateful if someone could give me some insights. When you estimate using xtgls, the error term e, does include the fixed effects v?
I think that they are not included, but then, is it a model on panel data without considering the fixed effects, like in xtreg, for example?
I hope someone can help me. Thanks a lot for your help!
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