Question: Consider the model with a single regressor. This model also can be written as Yit = b 0 + b 1 X 1 , it
Consider the model with a single regressor. This model also can be written as
Yit b bXit dBt g dT BTt gDi g gn Dn i u it
where Bt if t and otherwise, Di if i and otherwise, and
so forth. How are the coefficients b d c dT g c gn related to the
coefficients a c an l c lT
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