[R] Two Time Fixed Effects - LFE package

Miluji Sb
2015-11-14T22:18:23Z

I have weekly panel data for more than a hundred cities. The independent
variables are temperature and precipitation. The time dimensions are year
and week and likely have time invariant characteristics and are all
important for proper estimation.

Could I use the LFE (or plm) package to estimate something like this by
including the location and two time fixed-effects?

felm(outcome ~ temperature + precipitation | city + year + week

Thanks!

MS

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