Dear Dr Karakaplan,

thank you very much for providing the community with this new methodology.

I'm using the -xtsfkk-, and I was wondering how this estimator differs from the -sfkk-, that is, whether it allows disentangling time-varying (in)efficiency from unit-specific time-invariant unobserved heterogeneity (the true fixed effect).

Any suggestion would be of great help,
Thank in advance.
Kind regards,

Federico