Hi there, Thanks for your prompt reply. It worked "where not year" and I can see differences in results, but not for "where not country". While time series length is reduced for "where not year", cross section numbers remain the same (I put: where not(country = "arg"). arg for Argentina. Random effect works better for my model. (diagnostics done to check for multicolliniarity). Related to year, what if I want to restrict the model to a particular period, say GFC period 2007-08 and check the results for a series of periods: 2000-07; 2007-08 and 2008-17 etc. Many thanks, Sohel
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