Dear all,
I am working with panel data and I ran the Hausman test in order to figure out if I should use fixed or random effects. I found that I should use fixed effects, the problem is that for my study it is important to analyze the impact of time invariant regressors (countries and industries) and under fixed effects that is not possible. Do you know if there is other method that allows me to estimate coefficients of time invariant regressors and that can substitute the fixed effects?
Thanks
Raquel