Implementing individual fixed effects in group setting

[gusfajardo]

I have a panel with monthly observations of judicial courts, where each court can have multiple judges in a period (this is not due to judge rotation within the month, but because some of these are collegial courts). I want to run a regression where that includes three levels of fixed effects: month, court and judge. My outcome (a measure of productivity) varies at the month-court level. I’m using reghdfe version 6.12.2 to try to run this regression, using the group() and individual() options. Specifically, I’m defining the court as the group and the judge as the individual. So, essentially:

Reghdfe productivity x, absorb(month) group(court) individual(judge)

However, this gives me back an error because the outcome is not constant within the group; which is true because the outcome does change across months within the court. So, I was wondering if I can implement the regression I want to do with the command and, if so, how should I set the variables. I tried looking for the Constantine and Correia (2021) paper, but the link seems to be down (http://scorreia.com/research/individual_fes.pdf); so I couldn’t access from Correia’s blog nor from the Stata help file of the command.
Thanks in advance for any suggestion,