I have a problem. I have two models of OLS regressions with time and group fixed effects of a crosscountry paneldata analysis:
$$Y_i = b_1 X_i + b_2 D_1 Z_i + b_3 D_2 Z_i\tag 1$$
$$Y_i = b_1 X_i + b_2 D_1 Z_i + b_3 D_2 Z_i + b_4 G_i\tag2$$
$i$ is the index of my country, $D_1$ and $D_2$ are two Dummies and $G$ is a control variable. I want to compare $b_2$ and $b_3$ between my two models (1) and (2). I don't think that a Wald Test is possible because of my fixed effects and I can't use the z-test of Clogg and Petkova because my samples aren't independent and i don't compare between different groups. Is there any possibility to compare if the coefficients differ significantly between my models.
Thanks and best regards