Robust FE variance-covariance estimates. Verify that by stacking the panel as an equation for each individual in
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Robust FE variance-covariance estimates. Verify that by stacking the panel as an equation for each individual in (2.13) and performing the Within transformation as in (2.14), one gets the Within estimator as OLS on this system. Verify that the robust asymptotic \(\operatorname{var}(\widetilde{\beta})\) is the one given by \((2.16)\).
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