The struggle is real! I’ve spent way too many nights wrestling with panel datasets.
For inconsistent time periods, I usually standardize the time frame first—drop units with too little data or aggregate to a coarser level (e.g., yearly instead of monthly).
Tools like `lfe` in R are great for high-dimensional fixed effects without melting your CPU. And for missing data, sometimes simple linear interpolation works if the trends are smooth.
For inconsistent time periods, I usually standardize the time frame first—drop units with too little data or aggregate to a coarser level (e.g., yearly instead of monthly).
Tools like `lfe` in R are great for high-dimensional fixed effects without melting your CPU. And for missing data, sometimes simple linear interpolation works if the trends are smooth.