Seasonality and panel data I am working with panel data observations. One of the principal characteristics is the strong seasonality. I know that I could control it using dummies variables.
My question is What would happen if I control my seasonality before to estimate my model? I am not sure if I could lost important information doing that. What do you recommend?

As Christoph Hanck says, it will not matter for linear models, according to the well-known Frisch–Waugh–Lovell theorem. That said with, for example, OLS or linear panel models such as fixed-effects you can either control for seasonality in a first step or while estimating your model.
This does not translate to non-linear models because in those cases you cannot easily separate them into different steps. There is no general rule what works better (controlling for seasonality prior or during the modelling). The latter might take into account that seasonality might not be exogeneous but the model will of course get more complicated and usually demand more data. It also depends on the research question, the data at hand, preliminary empirical insights ...
