st: panel data- two way fixed effect specication

From	"Peter Haan" <phaan@diw.de>
To	statalist@hsphsun2.harvard.edu
Subject	st: panel data- two way fixed effect specication
Date	Mon, 30 Sep 2002 12:43:27 +0200

hi,
is there a possibility to estimate a model with time and group specific fixed effects using stata (xtreg...,fe).
yit= axit +Zi+ Kt+ u
thank you for you help
peter

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Follow-Ups:
- Re: st: panel data- two way fixed effect specication
  - From: Chris Bojke <cb23@york.ac.uk>