'Thank you for sharing your valuable insights'
The feature I am really missing in mata
Could also be Mata code....
I experienced this in my econometrics classes years ago. Writing script files with folders was a challenge. It gets more of a mess when datasets have the same names and one doesn't understand a folder structure.
I would estimate the number of common factors and then extract them via PCA. Then you could add them to your model, estimate heterogeneous slopes and see how the coefficients differ. It depends though what you mean with moving together.
Erinnert mich an "eat in to help out" in UK in 2020. Empirische Evidenz ist sehr gemischt....
Differences in software and packages within the same are more severe. From my point of view we need to start citing software and packages. Software contributions also must be acknowledged as research output.
Modern high speed internet is available on-board all our trains
How do you determine the value vi?