Consider observations (left(Y_{i t}, X_{i t} ight)) from the linear panel data model [ Y_{i t}=X_{i t}

Consider observations \(\left(Y_{i t}, X_{i t}\right)\) from the linear panel data model

\[ Y_{i t}=X_{i t} \beta_{1}+\alpha_{i}+\lambda_{i} t+u_{i t} \]

where \(t=1, \ldots, T ; i=1, \ldots, n ;\) and \(\alpha_{i}+\lambda_{i} t\) is an unobserved entity-specific time trend. How would you estimate \(\beta_{1}\) ?