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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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