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Extension: Interactive Fixed Effects model #470

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ramonVDAKKER opened this issue Aug 26, 2022 · 0 comments
Open

Extension: Interactive Fixed Effects model #470

ramonVDAKKER opened this issue Aug 26, 2022 · 0 comments

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@ramonVDAKKER
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It would be great if the Interactive Fixed Effects specification (see Bai (2009); https://onlinelibrary.wiley.com/doi/10.3982/ECTA6135) could be included in the package (though it is, strictly speaking, not a linear model).
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@ramonVDAKKER